+93.3%
HAL vs SCHG
+84.3%
+9.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | -3.3% | -1.0% | -2.3% | -2.8% |
| 30D | +8.2% | -1.3% | +9.4% | +8.8% |
| 3M | -9.4% | +5.4% | -14.9% | -12.0% |
| 6M | +0.6% | +14.4% | -13.8% | -6.5% |
| YTD | +28.6% | +8.0% | +20.5% | +22.9% |
| 1Y | +63.9% | +12.7% | +51.2% | +53.0% |
| 3Y | -7.1% | +85.6% | -92.7% | -32.6% |
| All | +93.3% | +84.3% | +9.0% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling