+284.1%
SHW vs ARES
+1,006.5%
-722.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | -11.4% | -2.4% | -9.0% | -10.9% |
| 3M | +3.5% | +3.9% | -0.4% | +2.0% |
| 6M | -3.4% | +26.4% | -29.7% | -10.3% |
| YTD | -0.3% | -14.9% | +14.5% | +2.4% |
| 1Y | -10.4% | -20.4% | +10.0% | -6.6% |
| 3Y | +21.3% | +38.8% | -17.5% | +4.0% |
| 5Y | +12.9% | +97.0% | -84.1% | -15.2% |
| 10Y | +284.1% | +999.8% | -715.7% | +98.2% |
| All | +284.1% | +1,006.5% | -722.4% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling