+1,569.1%
SHW vs BAH
+1,056.2%
+512.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.4% |
| 7D | +3.5% | -3.5% | +7.0% | +4.3% |
| 30D | +9.2% | +24.3% | -15.0% | +4.0% |
| 3M | -5.1% | +16.3% | -21.4% | -8.6% |
| 6M | +6.8% | +13.6% | -6.7% | +2.9% |
| YTD | +7.0% | +3.5% | +3.5% | +4.1% |
| 1Y | +4.1% | +2.7% | +1.4% | +1.3% |
| 3Y | +41.1% | -26.6% | +67.6% | +44.4% |
| 5Y | +12.9% | +8.5% | +4.3% | +2.7% |
| 10Y | +366.3% | +225.1% | +141.2% | +230.1% |
| All | +1,569.1% | +1,056.2% | +512.8% | +848.0% |
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 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