+18.7%
HPQ vs SCHG
+16.6%
+2.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +6.9% | -0.7% | +7.6% | +7.3% |
| 30D | +14.4% | +0.2% | +14.2% | +14.3% |
| 3M | +25.6% | +2.2% | +23.4% | +24.7% |
| 6M | +75.0% | +15.0% | +60.0% | +64.6% |
| YTD | +50.7% | +9.2% | +41.5% | +47.4% |
| 1Y | +18.7% | +15.7% | +2.9% | +12.0% |
| All | +18.7% | +16.6% | +2.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling