+273.5%
SHW vs HRB
+207.5%
+66.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -4.5% | -12.2% | +7.7% | -2.1% |
| 30D | -12.7% | -3.0% | -9.7% | -12.5% |
| 3M | +4.7% | +21.7% | -17.0% | +0.2% |
| 6M | -3.4% | +52.3% | -55.7% | -12.4% |
| YTD | -1.3% | +6.5% | -7.8% | -3.7% |
| 1Y | -10.4% | -6.7% | -3.7% | -10.1% |
| 3Y | +20.1% | +25.1% | -5.0% | +11.1% |
| 5Y | +10.5% | +113.8% | -103.3% | -10.7% |
| All | +273.5% | +207.5% | +66.0% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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