+41.8%
SCHD vs JHX
+44.7%
-3.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | +1.1% |
| 7D | +3.2% | +13.3% | -10.1% | +2.0% |
| 30D | +10.7% | +17.1% | -6.5% | +9.1% |
| 3M | +7.8% | +4.1% | +3.7% | +7.2% |
| 6M | +16.7% | +48.5% | -31.8% | +12.7% |
| YTD | +35.3% | +42.3% | -7.0% | +30.8% |
| 1Y | +41.8% | +47.4% | -5.6% | +36.3% |
| All | +41.8% | +44.7% | -3.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling