+68.7%
SCHD vs ALHC
-29.3%
+98.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -1.1% | -1.0% | -0.2% | -1.1% |
| 30D | +1.5% | -6.3% | +7.8% | +1.7% |
| 3M | +7.4% | -12.3% | +19.7% | +7.4% |
| 6M | +12.4% | -27.0% | +39.4% | +13.0% |
| YTD | +27.5% | -31.8% | +59.4% | +28.5% |
| 1Y | +30.0% | -17.0% | +47.0% | +29.7% |
| 3Y | +56.5% | +159.8% | -103.4% | +44.2% |
| 5Y | +60.7% | -25.1% | +85.8% | +52.2% |
| All | +68.7% | -29.3% | +98.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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