+71.9%
SCHD vs HTZ
-93.2%
+165.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | +2.7% | -8.5% | +11.2% | +3.1% |
| 30D | +7.1% | -18.9% | +26.1% | +8.1% |
| 3M | +5.7% | -36.0% | +41.8% | +7.8% |
| 6M | +15.6% | -74.6% | +90.2% | +22.4% |
| YTD | +34.9% | -70.8% | +105.7% | +40.8% |
| 1Y | +37.4% | -75.3% | +112.6% | +44.6% |
| 3Y | +74.5% | -81.6% | +156.1% | +79.7% |
| 5Y | +63.7% | -94.4% | +158.1% | +81.9% |
| All | +71.9% | -93.2% | +165.0% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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