+57.1%
HAL vs SCHG
+1,127.0%
-1,069.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.6% |
| 7D | -1.3% | -0.9% | -0.5% | -0.5% |
| 30D | +10.9% | -2.3% | +13.2% | +13.3% |
| 3M | -5.8% | +4.5% | -10.4% | -10.7% |
| 6M | +8.1% | +13.6% | -5.4% | -6.7% |
| YTD | +33.2% | +7.6% | +25.6% | +21.1% |
| 1Y | +74.2% | +13.0% | +61.1% | +49.7% |
| 3Y | -3.7% | +87.0% | -90.7% | -53.5% |
| 5Y | +111.9% | +82.9% | +29.0% | -2.5% |
| 10Y | +7.4% | +453.6% | -446.2% | -89.3% |
| All | +57.1% | +1,127.0% | -1,069.9% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling