+238.6%
SCHD vs JHX
+106.3%
+132.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.0% | -6.3% | +4.4% | -0.7% |
| 30D | -0.4% | -7.7% | +7.3% | +1.1% |
| 3M | +5.7% | +19.2% | -13.4% | +1.6% |
| 6M | +11.9% | +38.3% | -26.4% | +3.3% |
| YTD | +26.4% | +37.2% | -10.8% | +16.6% |
| 1Y | +27.6% | +42.3% | -14.7% | +16.2% |
| 3Y | +54.9% | -4.4% | +59.3% | +43.8% |
| 5Y | +60.9% | -26.4% | +87.3% | +56.0% |
| All | +238.6% | +106.3% | +132.4% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling