+284.1%
SHW vs BAH
+186.6%
+97.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | -11.4% | -6.6% | -4.8% | -10.0% |
| 3M | +3.5% | -7.2% | +10.6% | +4.9% |
| 6M | -3.4% | -10.0% | +6.6% | -1.8% |
| YTD | -0.3% | -12.5% | +12.1% | +1.0% |
| 1Y | -10.4% | -27.9% | +17.5% | -4.7% |
| 3Y | +21.3% | -31.4% | +52.7% | +24.7% |
| 5Y | +12.9% | -3.2% | +16.1% | +1.1% |
| 10Y | +284.1% | +191.5% | +92.6% | +170.0% |
| All | +284.1% | +186.6% | +97.5% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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