+521.6%
SHW vs CNH
+64.7%
+456.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.6% |
| 7D | -3.2% | +23.3% | -26.5% | -8.5% |
| 30D | -9.5% | +33.5% | -43.0% | -16.4% |
| 3M | +11.5% | +32.7% | -21.3% | +2.9% |
| 6M | -3.5% | +22.2% | -25.7% | -9.4% |
| YTD | +3.7% | +57.7% | -54.0% | -8.8% |
| 1Y | -7.9% | +28.0% | -35.9% | -14.9% |
| 3Y | +24.7% | +11.5% | +13.2% | +16.7% |
| 5Y | +13.6% | +11.9% | +1.7% | +3.7% |
| 10Y | +283.0% | +162.8% | +120.2% | +168.6% |
| All | +521.6% | +64.7% | +456.9% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling