+392.8%
HL vs SCHW
+86.6%
+306.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -1.9% | -2.5% | -3.8% |
| 30D | +9.3% | -1.6% | +10.9% | +9.7% |
| 3M | +32.0% | +21.3% | +10.7% | +22.9% |
| 6M | -6.4% | +16.5% | -22.9% | -12.2% |
| YTD | +3.1% | +8.4% | -5.3% | -0.4% |
| 1Y | +77.6% | +15.6% | +61.9% | +67.1% |
| 3Y | +392.8% | +86.8% | +306.0% | +286.1% |
| All | +392.8% | +86.6% | +306.2% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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