+21,057.3%
SHW vs PH
+24,008.7%
-2,951.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.5% |
| 7D | +3.5% | +2.0% | +1.5% | +2.6% |
| 30D | +9.2% | -3.7% | +12.9% | +10.3% |
| 3M | -5.1% | -14.0% | +8.9% | 0.0% |
| 6M | +6.8% | +2.1% | +4.7% | +5.3% |
| YTD | +7.0% | +5.1% | +1.9% | +4.1% |
| 1Y | +4.1% | +10.9% | -6.8% | -0.7% |
| 3Y | +41.1% | +132.9% | -91.9% | -0.1% |
| 5Y | +12.9% | +200.1% | -187.2% | -28.2% |
| 10Y | +366.3% | +783.8% | -417.5% | +88.3% |
| All | +21,057.3% | +24,008.7% | -2,951.5% | +2,815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling