+5.9%
SCHG vs CHD
+30.9%
-25.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +1.5% |
| 7D | -2.5% | +6.9% | -9.5% | -1.9% |
| 30D | -5.4% | +17.1% | -22.6% | -4.3% |
| 3M | -2.2% | +9.1% | -11.3% | -1.5% |
| 6M | +5.2% | +21.4% | -16.2% | +7.1% |
| YTD | +6.8% | +34.9% | -28.1% | +11.5% |
| 1Y | +5.9% | +31.0% | -25.1% | +9.7% |
| All | +5.9% | +30.9% | -25.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling