+677.7%
HPE vs SHW
+347.9%
+329.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.0% | +8.7% |
| 7D | +10.1% | -1.2% | +11.3% | +10.6% |
| 30D | +5.3% | -11.6% | +16.9% | +10.7% |
| 3M | +12.7% | +9.1% | +3.6% | +7.1% |
| 6M | +167.7% | -0.7% | +168.3% | +163.9% |
| YTD | +135.5% | +1.4% | +134.1% | +129.6% |
| 1Y | +143.4% | -12.3% | +155.7% | +152.6% |
| 3Y | +249.2% | +23.4% | +225.8% | +205.4% |
| 5Y | +343.8% | +15.0% | +328.8% | +288.8% |
| 10Y | +495.9% | +278.3% | +217.6% | +199.2% |
| All | +677.7% | +347.9% | +329.7% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling