+237.3%
SCHD vs THC
+1,021.1%
-783.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.8% | +1.5% | -2.4% | -1.1% |
| 3M | +6.2% | +59.9% | -53.7% | -0.3% |
| 6M | +11.8% | +11.0% | +0.8% | +9.7% |
| YTD | +26.0% | +32.6% | -6.6% | +20.4% |
| 1Y | +28.1% | +37.4% | -9.2% | +21.6% |
| 3Y | +54.6% | +252.5% | -198.0% | +27.1% |
| 5Y | +60.3% | +262.3% | -202.0% | +27.7% |
| All | +237.3% | +1,021.1% | -783.8% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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