+1,573.3%
HWM vs SCHG
+457.2%
+1,116.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.8% | -9.9% | -10.0% |
| 7D | -9.2% | -0.1% | -9.1% | -9.0% |
| 30D | -17.9% | -1.5% | -16.4% | -16.7% |
| 3M | -6.0% | +4.4% | -10.4% | -9.8% |
| 6M | -7.4% | +15.7% | -23.1% | -19.0% |
| YTD | +13.1% | +8.3% | +4.8% | +4.7% |
| 1Y | +29.3% | +14.2% | +15.1% | +13.9% |
| 3Y | +389.9% | +88.3% | +301.7% | +173.3% |
| 5Y | +655.5% | +83.5% | +572.1% | +322.4% |
| All | +1,573.3% | +457.2% | +1,116.1% | +115.9% |
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