+553.6%
SCHD vs HUM
+527.2%
+26.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | -2.0% | +2.1% | -4.0% | -2.3% |
| 30D | -0.4% | +5.4% | -5.8% | -1.3% |
| 3M | +5.7% | +11.4% | -5.7% | +3.5% |
| 6M | +11.9% | +141.5% | -129.6% | -5.0% |
| YTD | +26.4% | +61.2% | -34.7% | +14.6% |
| 1Y | +27.6% | +49.2% | -21.5% | +16.7% |
| 3Y | +54.9% | -9.0% | +64.0% | +52.2% |
| 5Y | +60.9% | +7.2% | +53.8% | +49.0% |
| 10Y | +243.4% | +152.7% | +90.7% | +167.8% |
| All | +553.6% | +527.2% | +26.3% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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