+20,418.4%
SHW vs HST
+1,330.6%
+19,087.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -3.2% | -1.0% | -2.2% | -3.0% |
| 30D | -9.5% | -12.3% | +2.7% | -6.8% |
| 3M | +11.5% | -6.4% | +17.8% | +13.1% |
| 6M | -3.5% | +15.0% | -18.6% | -6.6% |
| YTD | +3.7% | +30.5% | -26.8% | -2.5% |
| 1Y | -7.9% | +35.7% | -43.6% | -14.3% |
| 3Y | +24.7% | +68.4% | -43.7% | +9.8% |
| 5Y | +13.6% | +73.1% | -59.5% | -2.1% |
| 10Y | +283.0% | +92.7% | +190.2% | +203.8% |
| All | +20,418.4% | +1,330.6% | +19,087.8% | +9,492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling