+553.6%
SCHD vs HCA
+2,522.4%
-1,968.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -2.0% | +5.4% | -7.4% | -3.2% |
| 30D | -0.4% | +3.0% | -3.4% | -1.2% |
| 3M | +5.7% | +13.0% | -7.3% | +2.4% |
| 6M | +11.9% | -20.3% | +32.1% | +17.2% |
| YTD | +26.4% | -8.2% | +34.7% | +27.8% |
| 1Y | +27.6% | +6.7% | +20.9% | +24.2% |
| 3Y | +54.9% | +60.4% | -5.4% | +34.6% |
| 5Y | +60.9% | +73.4% | -12.5% | +34.4% |
| 10Y | +243.4% | +506.9% | -263.5% | +115.5% |
| All | +553.6% | +2,522.4% | -1,968.9% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling