+142.5%
HPQ vs SCHG
+1,132.2%
-989.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +7.6% |
| 7D | +9.8% | -1.0% | +10.8% | +10.9% |
| 30D | +22.4% | -1.3% | +23.6% | +23.8% |
| 3M | +45.2% | +5.4% | +39.7% | +37.8% |
| 6M | +96.4% | +14.4% | +82.0% | +72.0% |
| YTD | +65.4% | +8.0% | +57.4% | +52.5% |
| 1Y | +31.6% | +12.7% | +18.8% | +16.4% |
| 3Y | +37.0% | +85.6% | -48.6% | -26.1% |
| 5Y | +53.0% | +85.5% | -32.5% | -19.0% |
| 10Y | +257.2% | +456.0% | -198.8% | -41.6% |
| All | +142.5% | +1,132.2% | -989.8% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling