+238.6%
SCHD vs HBM
+619.2%
-380.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -2.0% | -3.3% | +1.3% | -1.6% |
| 30D | -0.4% | -4.8% | +4.4% | 0.0% |
| 3M | +5.7% | -0.4% | +6.1% | +5.1% |
| 6M | +11.9% | +17.9% | -6.0% | +7.9% |
| YTD | +26.4% | +33.7% | -7.3% | +19.3% |
| 1Y | +27.6% | +95.6% | -68.0% | +14.1% |
| 3Y | +54.9% | +458.1% | -403.2% | +16.9% |
| 5Y | +60.9% | +329.0% | -268.1% | +21.1% |
| All | +238.6% | +619.2% | -380.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling