+337.7%
SHW vs CNH
+106.0%
+231.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.9% | +3.0% | -1.1% | +0.9% |
| 30D | +8.1% | -0.6% | +8.6% | +8.1% |
| 3M | -2.8% | +14.6% | -17.4% | -7.3% |
| 6M | +15.0% | +11.8% | +3.3% | +9.9% |
| YTD | +9.0% | +30.4% | -21.4% | -0.5% |
| 1Y | +4.5% | +19.1% | -14.6% | -2.3% |
| 3Y | +41.9% | +30.2% | +11.7% | +26.0% |
| 5Y | +10.7% | -17.8% | +28.6% | +9.0% |
| All | +337.7% | +106.0% | +231.6% | +219.8% |
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