+51.0%
HPQ vs SCHG
+84.3%
-33.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +7.8% |
| 7D | +9.8% | -1.0% | +10.8% | +10.7% |
| 30D | +22.4% | -1.3% | +23.6% | +23.5% |
| 3M | +45.2% | +5.4% | +39.7% | +39.1% |
| 6M | +96.4% | +14.4% | +82.0% | +76.4% |
| YTD | +65.4% | +8.0% | +57.4% | +55.1% |
| 1Y | +31.6% | +12.7% | +18.8% | +19.3% |
| 3Y | +37.0% | +85.6% | -48.6% | -17.4% |
| All | +51.0% | +84.3% | -33.4% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling