+23.4%
SHW vs HBM
+522.1%
-498.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.0% | -2.9% |
| 7D | -1.2% | +7.4% | -8.5% | -2.0% |
| 30D | -11.6% | +5.1% | -16.7% | -12.2% |
| 3M | +9.1% | +11.1% | -2.0% | +7.3% |
| 6M | -0.7% | +30.2% | -30.9% | -5.1% |
| YTD | +1.4% | +46.2% | -44.9% | -4.9% |
| 1Y | -12.3% | +120.0% | -132.3% | -21.8% |
| 3Y | +23.4% | +527.4% | -504.0% | -9.6% |
| All | +23.4% | +522.1% | -498.7% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling