+25.6%
HAL vs SCHG
+5.5%
+20.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.0% |
| 7D | -7.7% | -2.5% | -5.2% | -7.9% |
| 30D | +0.7% | -5.4% | +6.1% | +0.3% |
| 3M | +2.5% | -2.2% | +4.6% | +2.4% |
| 6M | -20.7% | +5.2% | -25.9% | -20.3% |
| YTD | +18.4% | +6.8% | +11.6% | +20.4% |
| 1Y | +25.6% | +5.9% | +19.7% | +28.4% |
| All | +25.6% | +5.5% | +20.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling