+280.4%
SHW vs HLT
+590.2%
-309.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | -3.1% | -1.6% | -1.5% | -2.5% |
| 30D | -10.0% | -5.0% | -5.0% | -8.3% |
| 3M | +2.3% | -10.4% | +12.7% | +6.2% |
| 6M | +0.7% | +3.2% | -2.6% | -0.6% |
| YTD | +0.5% | +6.7% | -6.3% | -2.0% |
| 1Y | -11.5% | +10.3% | -21.7% | -14.9% |
| 3Y | +21.3% | +99.3% | -78.0% | -5.8% |
| 5Y | +12.5% | +143.7% | -131.2% | -20.0% |
| All | +280.4% | +590.2% | -309.8% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling