+12.0%
SHW vs HLT
+142.1%
-130.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.1% |
| 3M | +2.3% | -10.4% | +12.7% | +6.7% |
| 6M | +0.7% | +3.2% | -2.6% | -0.8% |
| YTD | +0.5% | +6.7% | -6.3% | -2.3% |
| 1Y | -11.5% | +10.3% | -21.7% | -15.3% |
| 3Y | +21.3% | +99.3% | -78.0% | -8.2% |
| All | +12.0% | +142.1% | -130.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling