+203.4%
HD vs SCHW
+301.3%
-97.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | -3.9% | -2.8% | -1.1% | -3.2% |
| 30D | -13.1% | -0.1% | -13.1% | -13.1% |
| 3M | -3.4% | +20.6% | -24.0% | -8.5% |
| 6M | -12.6% | +15.9% | -28.5% | -16.5% |
| YTD | -9.2% | +8.5% | -17.7% | -12.0% |
| 1Y | -23.9% | +17.8% | -41.8% | -28.1% |
| 3Y | +0.4% | +88.5% | -88.1% | -18.7% |
| 5Y | +4.5% | +60.6% | -56.1% | -14.6% |
| All | +203.4% | +301.3% | -97.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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