+60.9%
SCHD vs HTZ
-90.6%
+151.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.3% | -0.7% |
| 7D | -2.6% | -10.4% | +7.8% | -2.1% |
| 30D | -0.3% | -2.4% | +2.1% | -0.5% |
| 3M | +6.1% | -60.9% | +67.0% | +10.2% |
| 6M | +11.7% | -50.2% | +61.9% | +13.8% |
| YTD | +26.3% | -59.7% | +86.1% | +30.1% |
| 1Y | +28.8% | -66.0% | +94.8% | +33.1% |
| 3Y | +55.0% | -87.1% | +142.1% | +67.8% |
| 5Y | +60.0% | -86.9% | +146.9% | +70.5% |
| All | +60.9% | -90.6% | +151.5% | +76.7% |
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