+292.4%
HPE vs SHW
+12.4%
+280.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +13.6% | +0.7% | +12.9% | +13.4% |
| 30D | -27.1% | +8.4% | -35.5% | -29.2% |
| 3M | -14.5% | -2.2% | -12.2% | -14.2% |
| 6M | +66.9% | +13.3% | +53.6% | +57.5% |
| YTD | +111.3% | +9.2% | +102.1% | +101.4% |
| 1Y | +117.5% | +2.9% | +114.6% | +112.1% |
| 3Y | +238.1% | +41.1% | +197.0% | +189.0% |
| 5Y | +292.4% | +11.0% | +281.4% | +240.0% |
| All | +292.4% | +12.4% | +280.0% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling