+282.0%
SCHD vs HPE
+585.6%
-303.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +6.0% | +1.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.6% |
| 30D | -0.8% | +1.5% | -2.4% | -1.7% |
| 3M | +6.2% | +21.7% | -15.5% | 0.0% |
| 6M | +11.8% | +164.2% | -152.4% | -15.8% |
| YTD | +26.0% | +132.1% | -106.1% | -2.2% |
| 1Y | +28.1% | +130.6% | -102.5% | -1.0% |
| 3Y | +54.6% | +244.1% | -189.5% | +1.0% |
| 5Y | +60.3% | +340.8% | -280.5% | -5.4% |
| 10Y | +242.1% | +500.2% | -258.0% | +75.8% |
| All | +282.0% | +585.6% | -303.6% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling