+597.4%
SCHD vs HST
+261.4%
+336.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.7% | +3.6% | -0.9% | +1.6% |
| 30D | +7.1% | +11.2% | -4.1% | +3.7% |
| 3M | +5.7% | +13.1% | -7.4% | +1.8% |
| 6M | +15.6% | +23.9% | -8.3% | +7.9% |
| YTD | +34.9% | +52.3% | -17.4% | +17.8% |
| 1Y | +37.4% | +56.7% | -19.3% | +18.9% |
| 3Y | +74.5% | +87.5% | -13.0% | +41.0% |
| 5Y | +63.7% | +82.8% | -19.1% | +29.6% |
| 10Y | +259.1% | +134.6% | +124.5% | +143.8% |
| All | +597.4% | +261.4% | +336.0% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling