+2,526.9%
SHW vs HBM
+613.3%
+1,913.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | -3.2% | -6.4% | +3.1% | -2.5% |
| 30D | -9.5% | +5.9% | -15.4% | -10.2% |
| 3M | +11.5% | -8.9% | +20.4% | +11.8% |
| 6M | -3.5% | +10.7% | -14.2% | -5.8% |
| YTD | +3.7% | +38.3% | -34.5% | -1.6% |
| 1Y | -7.9% | +121.3% | -129.2% | -17.4% |
| 3Y | +24.7% | +450.6% | -425.9% | -1.5% |
| 5Y | +13.6% | +338.0% | -324.4% | -10.8% |
| 10Y | +283.0% | +578.6% | -295.7% | +154.7% |
| All | +2,526.9% | +613.3% | +1,913.5% | +1,442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling