+60.2%
SCHD vs HL
+235.2%
-175.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | -1.7% |
| 30D | -0.4% | +9.3% | -9.7% | -1.1% |
| 3M | +5.7% | +32.0% | -26.3% | +3.4% |
| 6M | +11.9% | -6.4% | +18.3% | +11.7% |
| YTD | +26.4% | +3.1% | +23.3% | +24.3% |
| 1Y | +27.6% | +77.6% | -50.0% | +19.1% |
| 3Y | +54.9% | +392.8% | -337.9% | +26.6% |
| All | +60.2% | +235.2% | -175.1% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 5y: compounded portfolio wealth divided by compounded HL 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…
5y analysis · Full analysis span regression · 6 months rolling