+666.4%
HPE vs SCHW
+334.8%
+331.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -7.0% | -6.6% |
| 7D | +1.4% | -2.8% | +4.2% | +2.7% |
| 30D | +1.5% | -0.1% | +1.6% | +1.4% |
| 3M | +21.7% | +20.6% | +1.2% | +10.4% |
| 6M | +164.2% | +15.9% | +148.2% | +142.2% |
| YTD | +132.1% | +8.5% | +123.6% | +119.4% |
| 1Y | +130.6% | +17.8% | +112.8% | +109.1% |
| 3Y | +244.1% | +88.5% | +155.6% | +144.1% |
| 5Y | +340.8% | +60.6% | +280.2% | +218.4% |
| 10Y | +500.2% | +298.0% | +202.1% | +142.5% |
| All | +666.4% | +334.8% | +331.6% | +175.9% |
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