+559.1%
SCHD vs HAL
+40.2%
+519.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | +1.5% | +15.9% | -14.4% | -1.8% |
| 3M | +7.4% | -8.7% | +16.1% | +9.2% |
| 6M | +12.4% | +9.0% | +3.3% | +9.4% |
| YTD | +27.5% | +32.0% | -4.5% | +18.8% |
| 1Y | +30.0% | +72.5% | -42.5% | +13.6% |
| 3Y | +56.5% | -4.5% | +61.0% | +52.7% |
| 5Y | +60.7% | +109.7% | -49.0% | +25.9% |
| 10Y | +237.8% | +1.2% | +236.6% | +166.8% |
| All | +559.1% | +40.2% | +519.0% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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