+69.6%
SCHD vs HTZ
-92.6%
+162.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | -0.7% | -16.4% | +15.7% | +0.1% |
| 30D | +7.9% | -15.1% | +23.0% | +8.6% |
| 3M | +6.0% | -28.2% | +34.2% | +7.2% |
| 6M | +14.5% | -73.1% | +87.6% | +21.0% |
| YTD | +33.2% | -68.3% | +101.5% | +38.5% |
| 1Y | +38.1% | -75.2% | +113.3% | +45.5% |
| 3Y | +73.5% | -81.1% | +154.6% | +79.0% |
| 5Y | +62.5% | -95.0% | +157.5% | +80.5% |
| All | +69.6% | -92.6% | +162.2% | +88.0% |
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