+60.8%
SCHD vs HWM
+639.6%
-578.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.6% | -8.0% | +5.4% | -1.0% |
| 30D | -0.3% | -18.0% | +17.7% | +3.7% |
| 3M | +6.1% | -9.5% | +15.6% | +7.6% |
| 6M | +11.7% | -8.4% | +20.1% | +12.5% |
| YTD | +26.3% | +13.6% | +12.7% | +20.4% |
| 1Y | +28.8% | +30.2% | -1.5% | +18.3% |
| 3Y | +55.0% | +392.2% | -337.2% | -7.3% |
| All | +60.8% | +639.6% | -578.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling