-12.3%
SHW vs CNH
+20.6%
-32.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.8% |
| 7D | -1.2% | +8.8% | -10.0% | -3.5% |
| 30D | -11.6% | +24.7% | -36.3% | -17.4% |
| 3M | +9.1% | +27.3% | -18.2% | +0.9% |
| 6M | -0.7% | +23.2% | -23.8% | -7.8% |
| YTD | +1.4% | +48.9% | -47.6% | -9.5% |
| 1Y | -12.3% | +19.4% | -31.7% | -18.6% |
| All | -12.3% | +20.6% | -32.8% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling