+15.0%
SHW vs PH
+252.1%
-237.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.6% | -10.8% | -0.8% | -7.0% |
| 3M | +9.1% | +8.5% | +0.7% | +4.7% |
| 6M | -0.7% | +3.9% | -4.6% | -2.9% |
| YTD | +1.4% | +9.4% | -8.1% | -3.3% |
| 1Y | -12.3% | +26.8% | -39.1% | -21.8% |
| 3Y | +23.4% | +140.8% | -117.4% | -21.1% |
| 5Y | +15.0% | +253.8% | -238.8% | -41.4% |
| All | +15.0% | +252.1% | -237.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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