+282.9%
SHW vs HAS
+56.8%
+226.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | -9.5% | +2.3% | -11.8% | -10.1% |
| 3M | +11.5% | +10.4% | +1.1% | +8.2% |
| 6M | -3.5% | -3.2% | -0.3% | -3.1% |
| YTD | +3.7% | +15.4% | -11.7% | -1.3% |
| 1Y | -7.9% | +18.8% | -26.7% | -13.2% |
| 3Y | +24.7% | +43.9% | -19.2% | +8.6% |
| 5Y | +13.6% | +13.9% | -0.3% | +4.1% |
| All | +282.9% | +56.8% | +226.0% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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