+551.1%
SCHD vs HPQ
+363.0%
+188.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -3.1% | +3.5% | -6.6% | -4.0% |
| 30D | -0.8% | +13.7% | -14.5% | -4.1% |
| 3M | +6.2% | +33.9% | -27.7% | -1.8% |
| 6M | +11.8% | +80.9% | -69.1% | -5.3% |
| YTD | +26.0% | +52.6% | -26.6% | +11.2% |
| 1Y | +28.1% | +21.2% | +6.9% | +19.4% |
| 3Y | +54.6% | +26.9% | +27.7% | +38.7% |
| 5Y | +60.3% | +41.1% | +19.2% | +36.4% |
| 10Y | +242.1% | +229.6% | +12.6% | +132.9% |
| All | +551.1% | +363.0% | +188.1% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling