+362.8%
HPE vs SHW
+14.0%
+348.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.6% |
| 7D | +13.6% | -3.2% | +16.8% | +14.7% |
| 30D | +7.7% | -11.4% | +19.1% | +11.8% |
| 3M | +22.4% | +3.5% | +18.9% | +19.7% |
| 6M | +172.6% | -3.4% | +176.0% | +172.3% |
| YTD | +147.5% | -0.3% | +147.9% | +144.0% |
| 1Y | +151.8% | -10.4% | +162.2% | +158.0% |
| 3Y | +267.1% | +21.3% | +245.7% | +233.3% |
| 5Y | +362.8% | +12.9% | +349.9% | +305.9% |
| All | +362.8% | +14.0% | +348.7% | +305.9% |
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