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  • HL vs SCHW✓SelectedUSD · SCHWHL vs SCHW performance historyLatest closeAs of-3.98%09/10
Stock and ETF performance explorer

HL vs SCHW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+54.0%
SCHW return
+52,067.9%
Excess return
-52,013.9%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSCHWExcessAlpha
1D-4.0%+0.7%-4.7%-4.0%
7D-5.6%-2.8%-2.8%-5.4%
30D+12.7%-0.1%+12.8%+12.7%
3M+42.5%+20.6%+21.9%+40.1%
6M-9.0%+15.9%-25.0%-10.3%
YTD+4.4%+8.5%-4.1%+3.5%
1Y+82.7%+17.8%+64.8%+79.8%
3Y+406.3%+88.5%+317.8%+378.6%
5Y+238.2%+60.6%+177.5%+221.3%
10Y+268.9%+298.0%-29.2%+227.3%
All+54.0%+52,067.9%-52,013.9%+94.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling