+238.6%
SCHD vs HPQ
+259.7%
-21.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.0% | -1.9% |
| 7D | -2.0% | +9.8% | -11.7% | -4.6% |
| 30D | -0.4% | +22.4% | -22.8% | -6.2% |
| 3M | +5.7% | +45.2% | -39.4% | -5.4% |
| 6M | +11.9% | +96.4% | -84.6% | -9.6% |
| YTD | +26.4% | +65.4% | -39.0% | +7.2% |
| 1Y | +27.6% | +31.6% | -4.0% | +15.2% |
| 3Y | +54.9% | +37.0% | +17.9% | +33.4% |
| 5Y | +60.9% | +53.0% | +7.9% | +28.6% |
| All | +238.6% | +259.7% | -21.1% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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