+64.3%
SCHD vs HTZ
-89.5%
+153.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.3% | +7.5% | -7.8% | -0.7% |
| 30D | +3.4% | +47.4% | -44.0% | +0.8% |
| 3M | +7.6% | -54.9% | +62.5% | +11.0% |
| 6M | +12.2% | -47.0% | +59.2% | +13.9% |
| YTD | +29.0% | -55.3% | +84.2% | +32.1% |
| 1Y | +30.3% | -57.6% | +87.9% | +32.9% |
| 3Y | +56.1% | -86.6% | +142.8% | +69.2% |
| 5Y | +60.4% | -86.1% | +146.5% | +70.4% |
| All | +64.3% | -89.5% | +153.8% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling