+60.5%
HAS vs SCHG
+459.0%
-398.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.9% |
| 7D | -1.1% | -1.0% | 0.0% | -0.3% |
| 30D | -2.8% | -1.3% | -1.5% | -2.0% |
| 3M | +10.1% | +5.4% | +4.7% | +5.8% |
| 6M | -1.4% | +14.4% | -15.8% | -10.9% |
| YTD | +14.2% | +8.0% | +6.1% | +7.3% |
| 1Y | +18.2% | +12.7% | +5.5% | +7.6% |
| 3Y | +48.6% | +85.6% | -37.0% | -8.0% |
| 5Y | +14.2% | +85.5% | -71.3% | -30.7% |
| All | +60.5% | +459.0% | -398.5% | -61.9% |
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 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