+243.7%
SCHD vs HWM
+1,311.7%
-1,068.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | -2.0% | -11.4% | +9.5% | +0.8% |
| 30D | -0.4% | -18.5% | +18.1% | +4.2% |
| 3M | +5.7% | -13.2% | +18.9% | +8.7% |
| 6M | +11.9% | -8.7% | +20.6% | +13.0% |
| YTD | +26.4% | +12.2% | +14.3% | +21.0% |
| 1Y | +27.6% | +24.9% | +2.7% | +18.5% |
| 3Y | +54.9% | +383.9% | -329.0% | -2.0% |
| 5Y | +60.9% | +646.1% | -585.2% | -10.5% |
| All | +243.7% | +1,311.7% | -1,068.1% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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