-6.5%
HAL vs SCHG
+84.7%
-91.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.6% |
| 7D | -3.3% | -2.7% | -0.5% | -1.9% |
| 30D | +7.2% | -2.2% | +9.4% | +8.3% |
| 3M | -8.8% | +6.2% | -15.0% | -11.9% |
| 6M | +3.0% | +13.4% | -10.4% | -4.4% |
| YTD | +29.4% | +7.1% | +22.3% | +24.1% |
| 1Y | +62.8% | +12.5% | +50.3% | +51.1% |
| All | -6.5% | +84.7% | -91.2% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling