+553.6%
SCHD vs HYG
+106.3%
+447.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | -0.7% | -1.2% | -1.0% |
| 30D | -0.4% | -0.7% | +0.3% | +0.6% |
| 3M | +5.7% | -0.2% | +5.9% | +6.0% |
| 6M | +11.9% | +1.4% | +10.4% | +9.7% |
| YTD | +26.4% | +1.5% | +25.0% | +23.9% |
| 1Y | +27.6% | +2.9% | +24.7% | +22.7% |
| 3Y | +54.9% | +25.6% | +29.3% | +14.5% |
| 5Y | +60.9% | +18.6% | +42.4% | +29.1% |
| 10Y | +243.4% | +55.7% | +187.7% | +99.1% |
| All | +553.6% | +106.3% | +447.3% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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