+553.6%
SCHD vs DHI
+1,445.4%
-891.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -2.0% | -3.4% | +1.5% | -1.2% |
| 30D | -0.4% | -5.4% | +5.0% | +0.8% |
| 3M | +5.7% | -10.4% | +16.2% | +8.0% |
| 6M | +11.9% | -2.8% | +14.6% | +11.8% |
| YTD | +26.4% | -3.4% | +29.9% | +26.2% |
| 1Y | +27.6% | -22.9% | +50.5% | +33.6% |
| 3Y | +54.9% | +20.7% | +34.3% | +42.7% |
| 5Y | +60.9% | +62.1% | -1.2% | +35.0% |
| 10Y | +243.4% | +410.4% | -167.0% | +114.1% |
| All | +553.6% | +1,445.4% | -891.8% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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