+15.0%
SHW vs HDB
-37.8%
+52.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | -1.2% | -2.0% | +0.9% | -0.6% |
| 30D | -11.6% | -4.9% | -6.7% | -10.4% |
| 3M | +9.1% | -2.3% | +11.4% | +9.6% |
| 6M | -0.7% | -23.7% | +23.1% | +6.5% |
| YTD | +1.4% | -38.5% | +39.8% | +14.5% |
| 1Y | -12.3% | -36.5% | +24.2% | -1.8% |
| 3Y | +23.4% | -28.5% | +51.8% | +32.2% |
| 5Y | +15.0% | -37.4% | +52.4% | +23.9% |
| All | +15.0% | -37.8% | +52.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling