+551.1%
SCHD vs HBM
+171.1%
+380.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +0.5% |
| 7D | -3.1% | -3.7% | +0.6% | -2.8% |
| 30D | -0.8% | -3.7% | +2.8% | -0.6% |
| 3M | +6.2% | +8.0% | -1.8% | +4.6% |
| 6M | +11.8% | +15.8% | -4.0% | +8.5% |
| YTD | +26.0% | +34.4% | -8.4% | +19.5% |
| 1Y | +28.1% | +98.2% | -70.0% | +15.8% |
| 3Y | +54.6% | +476.6% | -422.0% | +20.3% |
| 5Y | +60.3% | +331.1% | -270.8% | +24.9% |
| 10Y | +242.1% | +591.6% | -349.5% | +129.2% |
| All | +551.1% | +171.1% | +380.0% | +348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling