+206.4%
HD vs SCHG
+459.0%
-252.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -3.8% | -1.0% | -2.8% | -3.1% |
| 30D | -9.4% | -1.3% | -8.2% | -8.6% |
| 3M | -4.6% | +5.4% | -10.0% | -8.2% |
| 6M | -10.1% | +14.4% | -24.5% | -18.6% |
| YTD | -8.3% | +8.0% | -16.4% | -13.7% |
| 1Y | -25.0% | +12.7% | -37.7% | -31.9% |
| 3Y | +1.5% | +85.6% | -84.1% | -39.1% |
| 5Y | +5.6% | +85.5% | -79.9% | -38.0% |
| All | +206.4% | +459.0% | -252.6% | -33.9% |
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