+346.7%
SHW vs ARES
+1,145.7%
-799.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +11.1% | +16.7% | -5.6% | +6.5% |
| 3M | -2.2% | -2.6% | +0.5% | -1.5% |
| 6M | +14.3% | +13.0% | +1.4% | +9.9% |
| YTD | +10.6% | -11.7% | +22.3% | +12.6% |
| 1Y | +4.1% | -6.7% | +10.8% | +4.0% |
| 3Y | +42.9% | +40.5% | +2.4% | +21.7% |
| 5Y | +14.2% | +88.2% | -74.0% | -13.8% |
| 10Y | +346.7% | +1,131.0% | -784.2% | +125.8% |
| All | +346.7% | +1,145.7% | -799.0% | +125.8% |
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