+284.1%
SHW vs CNH
+157.1%
+127.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -3.2% | +1.8% | -5.0% | -3.7% |
| 30D | -11.4% | +32.6% | -44.0% | -18.6% |
| 3M | +3.5% | +29.4% | -25.9% | -4.4% |
| 6M | -3.4% | +26.0% | -29.3% | -10.5% |
| YTD | -0.3% | +52.2% | -52.6% | -12.5% |
| 1Y | -10.4% | +23.9% | -34.3% | -17.1% |
| 3Y | +21.3% | +10.1% | +11.2% | +13.2% |
| 5Y | +12.9% | +13.2% | -0.3% | +1.6% |
| 10Y | +284.1% | +160.7% | +123.4% | +148.8% |
| All | +284.1% | +157.1% | +127.0% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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