+18.3%
HYG vs SCHW
+59.3%
-41.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.5% |
| 30D | -0.7% | -1.6% | +0.9% | -0.6% |
| 3M | -0.2% | +21.3% | -21.5% | -1.9% |
| 6M | +1.4% | +16.5% | -15.1% | -0.1% |
| YTD | +1.5% | +8.4% | -7.0% | +0.5% |
| 1Y | +2.9% | +15.6% | -12.7% | +1.3% |
| 3Y | +25.6% | +86.8% | -61.2% | +17.3% |
| All | +18.3% | +59.3% | -41.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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