+229.9%
HL vs SCHG
+1,132.2%
-902.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.0% |
| 7D | -4.4% | -1.0% | -3.3% | -3.4% |
| 30D | +9.3% | -1.3% | +10.6% | +10.7% |
| 3M | +32.0% | +5.4% | +26.5% | +26.1% |
| 6M | -6.4% | +14.4% | -20.9% | -16.4% |
| YTD | +3.1% | +8.0% | -4.9% | -2.5% |
| 1Y | +77.6% | +12.7% | +64.8% | +62.0% |
| 3Y | +392.8% | +85.6% | +307.2% | +177.0% |
| 5Y | +234.1% | +85.5% | +148.6% | +82.1% |
| 10Y | +264.5% | +456.0% | -191.6% | -39.2% |
| All | +229.9% | +1,132.2% | -902.3% | -82.9% |
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