+2.6%
HAL vs SCHG
+459.0%
-456.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.3% |
| 7D | -3.3% | -1.0% | -2.3% | -2.5% |
| 30D | +8.2% | -1.3% | +9.4% | +9.2% |
| 3M | -9.4% | +5.4% | -14.9% | -13.9% |
| 6M | +0.6% | +14.4% | -13.8% | -11.3% |
| YTD | +28.6% | +8.0% | +20.5% | +18.7% |
| 1Y | +63.9% | +12.7% | +51.2% | +45.4% |
| 3Y | -7.1% | +85.6% | -92.7% | -48.4% |
| 5Y | +102.3% | +85.5% | +16.8% | +7.7% |
| All | +2.6% | +459.0% | -456.4% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling