+396.0%
HPE vs SCHW
+59.3%
+336.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -1.9% | +21.3% | +20.2% |
| 30D | +5.6% | -1.6% | +7.2% | +6.1% |
| 3M | +33.1% | +21.3% | +11.8% | +22.3% |
| 6M | +192.5% | +16.5% | +176.0% | +171.2% |
| YTD | +160.9% | +8.4% | +152.5% | +149.1% |
| 1Y | +155.0% | +15.6% | +139.3% | +136.6% |
| 3Y | +289.4% | +86.8% | +202.6% | +194.1% |
| All | +396.0% | +59.3% | +336.7% | +276.2% |
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