+551.1%
SCHD vs HUBB
+1,010.8%
-459.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.1% | -1.7% | -1.4% | -2.5% |
| 30D | -0.8% | -12.7% | +11.8% | +4.0% |
| 3M | +6.2% | -2.9% | +9.1% | +6.3% |
| 6M | +11.8% | -4.8% | +16.6% | +11.9% |
| YTD | +26.0% | +2.8% | +23.2% | +21.9% |
| 1Y | +28.1% | +3.5% | +24.6% | +23.0% |
| 3Y | +54.6% | +43.5% | +11.0% | +24.7% |
| 5Y | +60.3% | +154.2% | -93.9% | -2.6% |
| 10Y | +242.1% | +434.0% | -191.9% | +45.5% |
| All | +551.1% | +1,010.8% | -459.7% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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