+12.5%
HAS vs SCHG
+81.2%
-68.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.6% |
| 7D | -3.1% | -2.7% | -0.3% | -1.4% |
| 30D | -6.4% | -2.2% | -4.2% | -5.1% |
| 3M | +10.4% | +6.2% | +4.2% | +6.2% |
| 6M | -3.7% | +13.4% | -17.0% | -11.4% |
| YTD | +12.5% | +7.1% | +5.3% | +7.1% |
| 1Y | +19.8% | +12.5% | +7.3% | +10.5% |
| 3Y | +46.0% | +86.2% | -40.2% | -4.4% |
| 5Y | +12.5% | +83.9% | -71.4% | -31.1% |
| All | +12.5% | +81.2% | -68.7% | -31.1% |
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 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