+12.2%
SHW vs HST
+71.5%
-59.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.5% | -2.7% | +6.1% | +4.6% |
| 30D | +9.2% | +10.7% | -1.5% | +5.3% |
| 3M | -5.1% | +6.3% | -11.3% | -7.2% |
| 6M | +6.8% | +19.0% | -12.1% | +0.2% |
| YTD | +7.0% | +47.0% | -40.1% | -7.1% |
| 1Y | +4.1% | +53.4% | -49.3% | -11.0% |
| 3Y | +41.1% | +78.0% | -36.9% | +12.7% |
| All | +12.2% | +71.5% | -59.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling