+2,660.5%
SHW vs HBM
+456.2%
+2,204.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.9% | +2.2% | -0.3% | +1.7% |
| 30D | +8.1% | -11.8% | +19.9% | +9.4% |
| 3M | -2.8% | -19.2% | +16.4% | -0.8% |
| 6M | +15.0% | -22.9% | +37.9% | +17.0% |
| YTD | +9.0% | +7.8% | +1.2% | +6.0% |
| 1Y | +4.5% | +34.9% | -30.4% | -1.0% |
| 3Y | +41.9% | +422.2% | -380.4% | +12.5% |
| 5Y | +10.7% | +192.8% | -182.1% | -9.2% |
| 10Y | +340.4% | +281.1% | +59.2% | +211.2% |
| All | +2,660.5% | +456.2% | +2,204.3% | +1,561.2% |
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