+4.5%
HD vs SCHG
+81.2%
-76.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -3.9% | -2.7% | -1.2% | -2.4% |
| 30D | -13.1% | -2.2% | -10.9% | -12.1% |
| 3M | -3.4% | +6.2% | -9.6% | -6.6% |
| 6M | -12.6% | +13.4% | -25.9% | -18.5% |
| YTD | -9.2% | +7.1% | -16.3% | -12.9% |
| 1Y | -23.9% | +12.5% | -36.5% | -29.2% |
| 3Y | +0.4% | +86.2% | -85.7% | -32.7% |
| 5Y | +4.5% | +83.9% | -79.4% | -32.1% |
| All | +4.5% | +81.2% | -76.6% | -32.1% |
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