+45.6%
SHW vs HDB
-7.2%
+52.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.4% | +3.3% |
| 7D | +1.6% | +13.7% | -12.1% | -1.7% |
| 30D | +12.1% | +15.8% | -3.8% | +8.0% |
| 3M | -3.0% | +9.2% | -12.2% | -5.3% |
| 6M | +13.5% | +3.2% | +10.4% | +12.0% |
| YTD | +11.2% | -29.4% | +40.6% | +16.1% |
| 1Y | +6.2% | -27.9% | +34.1% | +10.4% |
| 3Y | +45.6% | -5.9% | +51.5% | +49.8% |
| All | +45.6% | -7.2% | +52.9% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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