+83.9%
SCHG vs BAH
+1.2%
+82.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -1.1% |
| 7D | -2.7% | +2.4% | -5.2% | -3.1% |
| 30D | -2.2% | -2.9% | +0.7% | -1.8% |
| 3M | +6.2% | -1.3% | +7.5% | +6.1% |
| 6M | +13.4% | -0.9% | +14.3% | +12.9% |
| YTD | +7.1% | -8.2% | +15.3% | +7.4% |
| 1Y | +12.5% | -24.0% | +36.5% | +16.3% |
| 3Y | +86.2% | -28.1% | +114.3% | +84.6% |
| 5Y | +83.9% | +2.5% | +81.4% | +59.7% |
| All | +83.9% | +1.2% | +82.7% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling