+12.2%
SHW vs HAS
+50.4%
-38.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +3.5% | -0.2% | +3.6% | +3.6% |
| 30D | +9.2% | +31.0% | -21.8% | +0.6% |
| 3M | -5.1% | +30.7% | -35.8% | -12.6% |
| 6M | +6.8% | +23.9% | -17.1% | -0.4% |
| YTD | +7.0% | +48.3% | -41.4% | -5.9% |
| 1Y | +4.1% | +60.2% | -56.1% | -10.6% |
| 3Y | +41.1% | +189.2% | -148.1% | -1.2% |
| All | +12.2% | +50.4% | -38.2% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling