+183.2%
SCHD vs USHY
+49.7%
+133.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | -3.1% | -0.7% | -2.4% | -2.0% |
| 30D | -0.8% | -0.5% | -0.3% | 0.0% |
| 3M | +6.2% | +0.5% | +5.7% | +5.4% |
| 6M | +11.8% | +1.5% | +10.3% | +9.3% |
| YTD | +26.0% | +1.7% | +24.2% | +22.7% |
| 1Y | +28.1% | +3.5% | +24.6% | +21.6% |
| 3Y | +54.6% | +27.2% | +27.4% | +9.3% |
| 5Y | +60.3% | +21.0% | +39.3% | +23.8% |
| All | +183.2% | +49.7% | +133.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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