+1,518.7%
SHW vs BAH
+886.2%
+632.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -3.2% | -3.2% | 0.0% | -2.5% |
| 30D | -9.5% | +2.0% | -11.5% | -10.0% |
| 3M | +11.5% | -7.6% | +19.1% | +13.0% |
| 6M | -3.5% | -5.7% | +2.1% | -3.2% |
| YTD | +3.7% | -11.7% | +15.4% | +4.9% |
| 1Y | -7.9% | -27.4% | +19.5% | -2.8% |
| 3Y | +24.7% | -32.5% | +57.2% | +29.8% |
| 5Y | +13.6% | -3.3% | +16.9% | +5.9% |
| 10Y | +283.0% | +186.0% | +97.0% | +179.7% |
| All | +1,518.7% | +886.2% | +632.4% | +855.2% |
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 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