+273.5%
SHW vs HBM
+622.7%
-349.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.5% | +6.5% | -0.1% |
| 7D | -4.5% | -3.7% | -0.7% | -4.1% |
| 30D | -12.7% | -3.7% | -9.0% | -12.5% |
| 3M | +4.7% | +8.0% | -3.3% | +3.1% |
| 6M | -3.4% | +15.8% | -19.2% | -6.3% |
| YTD | -1.3% | +34.4% | -35.7% | -6.4% |
| 1Y | -10.4% | +98.2% | -108.5% | -19.1% |
| 3Y | +20.1% | +476.6% | -456.5% | -7.1% |
| 5Y | +10.5% | +331.1% | -320.6% | -14.4% |
| All | +273.5% | +622.7% | -349.2% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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