+5,917.4%
SHW vs IJH
+1,045.0%
+4,872.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -4.5% | -2.5% | -2.0% | -2.6% |
| 30D | -12.7% | -5.0% | -7.7% | -9.3% |
| 3M | +4.7% | +0.5% | +4.2% | +4.4% |
| 6M | -3.4% | +8.2% | -11.7% | -8.7% |
| YTD | -1.3% | +12.4% | -13.8% | -9.3% |
| 1Y | -10.4% | +14.4% | -24.7% | -18.8% |
| 3Y | +20.1% | +49.5% | -29.4% | -11.2% |
| 5Y | +10.5% | +47.8% | -37.3% | -18.1% |
| 10Y | +280.3% | +180.4% | +99.9% | +71.7% |
| All | +5,917.4% | +1,045.0% | +4,872.4% | +831.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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