+213.4%
HAS vs SCHG
+79.3%
+134.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +1.4% | +2.7% | -1.4% | -0.1% |
| 30D | +26.3% | -5.2% | +31.5% | +29.7% |
| 3M | +25.6% | -5.2% | +30.8% | +28.8% |
| 6M | +30.3% | -0.6% | +30.8% | +29.7% |
| YTD | +50.4% | +4.7% | +45.6% | +44.8% |
| 1Y | +57.7% | +6.0% | +51.7% | +50.7% |
| 3Y | +213.4% | +78.9% | +134.5% | +104.8% |
| All | +213.4% | +79.3% | +134.1% | +104.8% |
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