+281.0%
HDB vs SCHG
+1,127.0%
-845.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -4.9% | -0.9% | -4.0% | -4.3% |
| 30D | -5.8% | -2.3% | -3.6% | -4.4% |
| 3M | -5.2% | +4.5% | -9.7% | -8.3% |
| 6M | -25.7% | +13.6% | -39.3% | -32.2% |
| YTD | -39.6% | +7.6% | -47.1% | -42.8% |
| 1Y | -36.9% | +13.0% | -50.0% | -42.6% |
| 3Y | -29.7% | +87.0% | -116.7% | -58.0% |
| 5Y | -37.8% | +82.9% | -120.6% | -63.2% |
| 10Y | +33.7% | +453.6% | -419.9% | -74.0% |
| All | +281.0% | +1,127.0% | -845.9% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling