+12.9%
SHW vs HIG
+117.6%
-104.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -2.0% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -11.4% | -2.8% | -8.6% | -10.4% |
| 3M | +3.5% | +6.3% | -2.9% | +0.5% |
| 6M | -3.4% | -0.1% | -3.3% | -3.7% |
| YTD | -0.3% | +0.4% | -0.8% | -1.0% |
| 1Y | -10.4% | +6.2% | -16.7% | -13.3% |
| 3Y | +21.3% | +101.6% | -80.3% | -13.0% |
| 5Y | +12.9% | +119.8% | -107.0% | -24.9% |
| All | +12.9% | +117.6% | -104.7% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling