+12.9%
SHW vs HBM
+392.2%
-379.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -3.2% | +5.5% | -8.7% | -3.8% |
| 30D | -11.4% | +3.3% | -14.7% | -11.8% |
| 3M | +3.5% | +12.7% | -9.2% | +1.6% |
| 6M | -3.4% | +28.2% | -31.6% | -7.3% |
| YTD | -0.3% | +45.3% | -45.7% | -6.2% |
| 1Y | -10.4% | +121.7% | -132.1% | -20.1% |
| 3Y | +21.3% | +523.5% | -502.2% | -6.9% |
| 5Y | +12.9% | +393.9% | -381.1% | -13.3% |
| All | +12.9% | +392.2% | -379.4% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling