+278.3%
SHW vs HST
+97.7%
+180.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.2% | +2.0% | -3.2% | -1.7% |
| 30D | -11.6% | -5.2% | -6.4% | -10.3% |
| 3M | +9.1% | -6.2% | +15.3% | +11.0% |
| 6M | -0.7% | +20.4% | -21.1% | -5.7% |
| YTD | +1.4% | +30.6% | -29.3% | -6.0% |
| 1Y | -12.3% | +37.4% | -49.6% | -19.9% |
| 3Y | +23.4% | +66.1% | -42.7% | +6.1% |
| 5Y | +15.0% | +73.7% | -58.7% | -3.5% |
| 10Y | +278.3% | +99.8% | +178.5% | +185.7% |
| All | +278.3% | +97.7% | +180.6% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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