+238.6%
SCHD vs HPE
+581.3%
-342.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.4% | -12.1% | -2.5% |
| 7D | -2.0% | +19.4% | -21.4% | -6.4% |
| 30D | -0.4% | +5.6% | -6.0% | -2.2% |
| 3M | +5.7% | +33.1% | -27.3% | -2.8% |
| 6M | +11.9% | +192.5% | -180.6% | -18.8% |
| YTD | +26.4% | +160.9% | -134.5% | -5.6% |
| 1Y | +27.6% | +155.0% | -127.4% | -4.8% |
| 3Y | +54.9% | +289.4% | -234.5% | -3.9% |
| 5Y | +60.9% | +395.7% | -334.7% | -10.7% |
| All | +238.6% | +581.3% | -342.7% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 10y: compounded portfolio wealth divided by compounded HPE 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…
10y analysis · Full analysis span regression · 6 months rolling