+238.6%
SCHD vs HCA
+511.6%
-273.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.0% | +5.4% | -7.4% | -3.3% |
| 30D | -0.4% | +3.0% | -3.4% | -1.3% |
| 3M | +5.7% | +13.0% | -7.3% | +1.9% |
| 6M | +11.9% | -20.3% | +32.1% | +18.0% |
| YTD | +26.4% | -8.2% | +34.7% | +28.0% |
| 1Y | +27.6% | +6.7% | +20.9% | +23.6% |
| 3Y | +54.9% | +60.4% | -5.4% | +31.3% |
| 5Y | +60.9% | +73.4% | -12.5% | +30.0% |
| All | +238.6% | +511.6% | -273.0% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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