-26.7%
HDB vs SCHG
+86.3%
-113.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.0% | +6.6% |
| 7D | +0.7% | -1.0% | +1.7% | +1.1% |
| 30D | +1.0% | -1.3% | +2.3% | +1.4% |
| 3M | -2.0% | +5.4% | -7.4% | -3.7% |
| 6M | -18.1% | +14.4% | -32.5% | -21.6% |
| YTD | -36.1% | +8.0% | -44.2% | -38.0% |
| 1Y | -34.0% | +12.7% | -46.8% | -36.8% |
| 3Y | -26.7% | +85.6% | -112.3% | -41.4% |
| All | -26.7% | +86.3% | -113.0% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling