+1,112.5%
SCHG vs HIG
+701.3%
+411.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | -2.2% | -1.2% | -1.0% | -1.9% |
| 3M | +6.2% | +6.3% | -0.1% | +3.7% |
| 6M | +13.4% | +0.6% | +12.8% | +12.5% |
| YTD | +7.1% | +0.6% | +6.5% | +6.2% |
| 1Y | +12.5% | +6.1% | +6.4% | +9.3% |
| 3Y | +86.2% | +102.0% | -15.8% | +43.6% |
| 5Y | +83.9% | +119.2% | -35.3% | +36.9% |
| 10Y | +451.3% | +312.5% | +138.8% | +206.5% |
| All | +1,112.5% | +701.3% | +411.2% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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