+151.8%
HYG vs SHW
+1,773.7%
-1,621.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -0.7% | -4.5% | +3.7% | -0.1% |
| 30D | -0.6% | -12.7% | +12.1% | +1.5% |
| 3M | +0.4% | +4.7% | -4.3% | -0.5% |
| 6M | +1.2% | -3.4% | +4.7% | +1.4% |
| YTD | +1.5% | -1.3% | +2.8% | +1.2% |
| 1Y | +3.2% | -10.4% | +13.5% | +4.3% |
| 3Y | +25.9% | +20.1% | +5.8% | +20.6% |
| 5Y | +18.6% | +10.5% | +8.1% | +13.6% |
| 10Y | +55.8% | +280.3% | -224.5% | +21.1% |
| All | +151.8% | +1,773.7% | -1,621.9% | +47.5% |
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