+504.7%
SHW vs HLT
+643.8%
-139.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -3.2% | -1.5% | -1.8% | -2.7% |
| 30D | -11.4% | -1.2% | -10.2% | -11.0% |
| 3M | +3.5% | -10.3% | +13.8% | +7.5% |
| 6M | -3.4% | +1.3% | -4.6% | -3.9% |
| YTD | -0.3% | +7.0% | -7.4% | -2.9% |
| 1Y | -10.4% | +11.9% | -22.3% | -14.3% |
| 3Y | +21.3% | +100.7% | -79.4% | -6.0% |
| 5Y | +12.9% | +147.5% | -134.7% | -20.2% |
| 10Y | +284.1% | +586.5% | -302.4% | +78.3% |
| All | +504.7% | +643.8% | -139.1% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling