+551.1%
SCHD vs HIG
+916.4%
-365.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.1% | -2.3% | -0.8% | -2.3% |
| 30D | -0.8% | -1.2% | +0.4% | -0.5% |
| 3M | +6.2% | +6.3% | -0.1% | +3.8% |
| 6M | +11.8% | +0.6% | +11.2% | +11.2% |
| YTD | +26.0% | +0.6% | +25.3% | +25.1% |
| 1Y | +28.1% | +6.1% | +22.0% | +24.8% |
| 3Y | +54.6% | +102.0% | -47.4% | +20.0% |
| 5Y | +60.3% | +119.2% | -58.9% | +20.1% |
| 10Y | +242.1% | +312.5% | -70.3% | +101.6% |
| All | +551.1% | +916.4% | -365.3% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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