+237.3%
SCHD vs HST
+109.4%
+127.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -0.8% | -0.7% | -0.1% | -0.7% |
| 3M | +6.2% | -4.0% | +10.2% | +7.2% |
| 6M | +11.8% | +20.7% | -8.9% | +5.2% |
| YTD | +26.0% | +31.0% | -5.1% | +15.4% |
| 1Y | +28.1% | +36.2% | -8.1% | +15.7% |
| 3Y | +54.6% | +66.6% | -12.1% | +29.7% |
| 5Y | +60.3% | +75.8% | -15.5% | +28.8% |
| All | +237.3% | +109.4% | +127.9% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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