+20,418.4%
SHW vs PH
+25,185.5%
-4,767.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.2% | -3.1% | -0.2% | -2.1% |
| 30D | -9.5% | -3.2% | -6.3% | -8.6% |
| 3M | +11.5% | +10.6% | +0.9% | +7.0% |
| 6M | -3.5% | -2.1% | -1.4% | -3.1% |
| YTD | +3.7% | +10.2% | -6.5% | -0.4% |
| 1Y | -7.9% | +28.2% | -36.1% | -16.7% |
| 3Y | +24.7% | +134.9% | -110.2% | -11.8% |
| 5Y | +13.6% | +253.6% | -240.0% | -31.9% |
| 10Y | +283.0% | +804.7% | -521.8% | +53.8% |
| All | +20,418.4% | +25,185.5% | -4,767.1% | +2,689.4% |
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 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