+1.5%
HD vs SCHW
+86.6%
-85.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -3.8% | -1.9% | -2.0% | -3.5% |
| 30D | -9.4% | -1.6% | -7.8% | -9.2% |
| 3M | -4.6% | +21.3% | -25.9% | -8.0% |
| 6M | -10.1% | +16.5% | -26.6% | -12.7% |
| YTD | -8.3% | +8.4% | -16.7% | -10.1% |
| 1Y | -25.0% | +15.6% | -40.6% | -27.6% |
| 3Y | +1.5% | +86.8% | -85.3% | -15.5% |
| All | +1.5% | +86.6% | -85.1% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling