+246.0%
SHW vs INVH
+75.4%
+170.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -3.1% | -3.0% | -0.1% | -1.6% |
| 30D | -10.0% | -7.5% | -2.5% | -6.5% |
| 3M | +2.3% | -5.5% | +7.8% | +5.2% |
| 6M | +0.7% | +11.7% | -11.0% | -4.8% |
| YTD | +0.5% | +1.3% | -0.8% | -0.5% |
| 1Y | -11.5% | -6.1% | -5.4% | -9.1% |
| 3Y | +21.3% | -9.8% | +31.1% | +24.9% |
| 5Y | +12.5% | -19.7% | +32.2% | +20.8% |
| All | +246.0% | +75.4% | +170.6% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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