-12.3%
SHW vs HST
+36.9%
-49.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.2% | +2.0% | -3.2% | -2.0% |
| 30D | -11.6% | -5.2% | -6.4% | -9.7% |
| 3M | +9.1% | -6.2% | +15.3% | +11.9% |
| 6M | -0.7% | +20.4% | -21.1% | -7.3% |
| YTD | +1.4% | +30.6% | -29.3% | -7.4% |
| 1Y | -12.3% | +37.4% | -49.6% | -19.5% |
| All | -12.3% | +36.9% | -49.2% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling