+551.1%
SCHD vs BHP
+211.9%
+339.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +1.2% |
| 7D | -3.1% | -3.7% | +0.6% | -2.1% |
| 30D | -0.8% | -0.8% | 0.0% | -0.7% |
| 3M | +6.2% | +7.6% | -1.4% | +3.4% |
| 6M | +11.8% | +20.8% | -9.0% | +4.7% |
| YTD | +26.0% | +50.8% | -24.8% | +10.2% |
| 1Y | +28.1% | +70.9% | -42.8% | +7.8% |
| 3Y | +54.6% | +78.0% | -23.4% | +26.3% |
| 5Y | +60.3% | +113.1% | -52.8% | +20.5% |
| 10Y | +242.1% | +483.0% | -240.9% | +89.8% |
| All | +551.1% | +211.9% | +339.1% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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