+2,700.4%
SHW vs HBM
+470.7%
+2,229.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -2.1% | -1.3% | -0.9% | -2.0% |
| 30D | +11.1% | -14.8% | +25.9% | +12.9% |
| 3M | -2.2% | -20.7% | +18.5% | 0.0% |
| 6M | +14.3% | -13.9% | +28.2% | +14.8% |
| YTD | +10.6% | +10.6% | 0.0% | +7.2% |
| 1Y | +4.1% | +32.4% | -28.3% | -1.2% |
| 3Y | +42.9% | +432.0% | -389.1% | +13.1% |
| 5Y | +14.2% | +205.5% | -191.3% | -6.8% |
| 10Y | +346.7% | +291.1% | +55.6% | +214.8% |
| All | +2,700.4% | +470.7% | +2,229.7% | +1,580.4% |
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 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