+566.6%
SCHD vs THC
+1,406.0%
-839.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +3.4% | +1.3% | +2.2% | +3.2% |
| 3M | +7.6% | +64.2% | -56.6% | +0.8% |
| 6M | +12.2% | +8.3% | +3.9% | +10.4% |
| YTD | +29.0% | +33.4% | -4.4% | +23.3% |
| 1Y | +30.3% | +37.7% | -7.4% | +23.8% |
| 3Y | +56.1% | +236.8% | -180.6% | +29.8% |
| 5Y | +60.4% | +249.3% | -188.8% | +29.1% |
| 10Y | +241.3% | +995.2% | -754.0% | +121.4% |
| All | +566.6% | +1,406.0% | -839.4% | +289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling