+640.6%
HWM vs SCHG
+81.2%
+559.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -12.5% | -2.7% | -9.8% | -10.6% |
| 30D | -19.0% | -2.2% | -16.8% | -17.6% |
| 3M | -8.6% | +6.2% | -14.8% | -12.8% |
| 6M | -10.2% | +13.4% | -23.5% | -18.6% |
| YTD | +11.3% | +7.1% | +4.2% | +5.2% |
| 1Y | +24.3% | +12.5% | +11.7% | +13.0% |
| 3Y | +382.3% | +86.2% | +296.1% | +204.9% |
| 5Y | +640.6% | +83.9% | +556.7% | +356.0% |
| All | +640.6% | +81.2% | +559.5% | +356.0% |
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 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