+1,623.6%
SHW vs BAH
+1,084.3%
+539.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +4.2% | +0.5% | +3.8% | +4.1% |
| 30D | +11.3% | +18.2% | -7.0% | +7.1% |
| 3M | -1.8% | +13.1% | -14.9% | -4.7% |
| 6M | +12.7% | +15.2% | -2.5% | +8.3% |
| YTD | +10.4% | +6.0% | +4.4% | +7.0% |
| 1Y | +4.7% | +3.1% | +1.6% | +1.9% |
| 3Y | +42.7% | -26.2% | +68.9% | +46.0% |
| 5Y | +14.5% | +9.3% | +5.2% | +4.1% |
| 10Y | +340.7% | +212.3% | +128.4% | +214.2% |
| All | +1,623.6% | +1,084.3% | +539.3% | +873.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling