-7.9%
SHW vs HLT
+13.1%
-21.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -3.2% | -3.3% | +0.1% | -1.7% |
| 30D | -9.5% | -4.1% | -5.4% | -7.8% |
| 3M | +11.5% | -7.9% | +19.4% | +15.7% |
| 6M | -3.5% | +2.2% | -5.7% | -5.3% |
| YTD | +3.7% | +8.5% | -4.8% | -0.1% |
| 1Y | -7.9% | +12.1% | -20.0% | -11.0% |
| All | -7.9% | +13.1% | -21.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling