+228.7%
HL vs SCHW
+59.3%
+169.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -1.9% | -2.5% | -3.9% |
| 30D | +9.3% | -1.6% | +10.9% | +9.6% |
| 3M | +32.0% | +21.3% | +10.7% | +25.1% |
| 6M | -6.4% | +16.5% | -22.9% | -10.8% |
| YTD | +3.1% | +8.4% | -5.3% | +0.3% |
| 1Y | +77.6% | +15.6% | +61.9% | +69.8% |
| 3Y | +392.8% | +86.8% | +306.0% | +313.3% |
| All | +228.7% | +59.3% | +169.4% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling