+25.0%
HL vs SCHG
+5.5%
+19.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.3% | +11.9% | +10.9% |
| 7D | +0.2% | -2.5% | +2.7% | +5.2% |
| 30D | -12.1% | -5.4% | -6.7% | -2.3% |
| 3M | -2.8% | -2.2% | -0.7% | +1.7% |
| 6M | -14.9% | +5.2% | -20.1% | -19.8% |
| YTD | -22.0% | +6.8% | -28.8% | -27.1% |
| 1Y | +25.0% | +5.9% | +19.1% | +20.2% |
| All | +25.0% | +5.5% | +19.5% | +20.2% |
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