+559.1%
SCHD vs HDB
+221.4%
+337.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.7% |
| 30D | +1.5% | -4.9% | +6.4% | +2.7% |
| 3M | +7.4% | -2.3% | +9.7% | +7.6% |
| 6M | +12.4% | -23.7% | +36.1% | +18.9% |
| YTD | +27.5% | -38.5% | +66.0% | +41.9% |
| 1Y | +30.0% | -36.5% | +66.5% | +43.4% |
| 3Y | +56.5% | -28.5% | +84.9% | +65.1% |
| 5Y | +60.7% | -37.4% | +98.0% | +72.6% |
| 10Y | +237.8% | +34.0% | +203.7% | +188.5% |
| All | +559.1% | +221.4% | +337.7% | +349.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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