+41.9%
SHW vs HIG
+96.1%
-54.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +1.9% | +2.6% | -0.7% | +0.8% |
| 30D | +8.1% | +4.2% | +3.9% | +6.4% |
| 3M | -2.8% | +0.2% | -3.0% | -2.9% |
| 6M | +15.0% | +4.6% | +10.4% | +12.7% |
| YTD | +9.0% | +1.1% | +7.9% | +8.1% |
| 1Y | +4.5% | +4.7% | -0.2% | +2.1% |
| 3Y | +41.9% | +95.5% | -53.6% | +17.2% |
| All | +41.9% | +96.1% | -54.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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