+551.1%
SCHD vs HL
+310.0%
+241.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | -3.1% | -5.6% | +2.5% | -2.7% |
| 30D | -0.8% | +12.7% | -13.6% | -1.8% |
| 3M | +6.2% | +42.5% | -36.3% | +3.3% |
| 6M | +11.8% | -9.0% | +20.8% | +11.7% |
| YTD | +26.0% | +4.4% | +21.6% | +23.9% |
| 1Y | +28.1% | +82.7% | -54.5% | +20.3% |
| 3Y | +54.6% | +406.3% | -351.7% | +31.3% |
| 5Y | +60.3% | +238.2% | -177.8% | +37.5% |
| 10Y | +242.1% | +268.9% | -26.8% | +170.8% |
| All | +551.1% | +310.0% | +241.1% | +388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling