+15.0%
SHW vs BAH
-2.8%
+17.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.1% |
| 7D | -1.2% | -4.3% | +3.2% | -0.5% |
| 30D | -11.6% | -4.5% | -7.1% | -11.0% |
| 3M | +9.1% | -7.6% | +16.7% | +10.1% |
| 6M | -0.7% | -10.6% | +9.9% | +0.4% |
| YTD | +1.4% | -12.6% | +13.9% | +2.3% |
| 1Y | -12.3% | -27.0% | +14.7% | -8.9% |
| 3Y | +23.4% | -31.5% | +54.9% | +24.4% |
| 5Y | +15.0% | -3.8% | +18.8% | +8.2% |
| All | +15.0% | -2.8% | +17.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling