+1,559.5%
HWM vs SCHG
+455.8%
+1,103.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | -11.4% | -1.0% | -10.4% | -10.5% |
| 30D | -18.5% | -1.3% | -17.2% | -17.5% |
| 3M | -13.2% | +5.4% | -18.6% | -17.4% |
| 6M | -8.7% | +14.4% | -23.1% | -19.3% |
| YTD | +12.2% | +8.0% | +4.1% | +4.1% |
| 1Y | +24.9% | +12.7% | +12.2% | +11.4% |
| 3Y | +383.9% | +85.6% | +298.3% | +173.4% |
| 5Y | +646.1% | +85.5% | +560.6% | +312.1% |
| All | +1,559.5% | +455.8% | +1,103.7% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling