+133.9%
HL vs SCHG
+16.6%
+117.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.0% |
| 7D | +1.5% | -0.7% | +2.2% | +2.8% |
| 30D | +25.1% | +0.2% | +24.8% | +24.8% |
| 3M | +22.9% | +2.2% | +20.7% | +19.6% |
| 6M | -4.9% | +15.0% | -19.9% | -21.7% |
| YTD | +7.8% | +9.2% | -1.3% | -4.2% |
| 1Y | +133.9% | +15.7% | +118.2% | +80.9% |
| All | +133.9% | +16.6% | +117.3% | +80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling