+460.7%
SHW vs ARES
+1,196.0%
-735.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -3.2% | -1.7% | -1.6% | -2.8% |
| 30D | -9.5% | +0.3% | -9.8% | -9.6% |
| 3M | +11.5% | +8.5% | +3.0% | +8.8% |
| 6M | -3.5% | +23.5% | -27.0% | -9.4% |
| YTD | +3.7% | -11.2% | +14.9% | +5.2% |
| 1Y | -7.9% | -19.3% | +11.4% | -4.7% |
| 3Y | +24.7% | +48.7% | -24.0% | +7.2% |
| 5Y | +13.6% | +106.5% | -92.9% | -12.3% |
| 10Y | +283.0% | +1,055.3% | -772.4% | +113.8% |
| All | +460.7% | +1,196.0% | -735.3% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling