+1,112.5%
SCHG vs HRB
+271.0%
+841.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -2.7% | -12.2% | +9.4% | -0.1% |
| 30D | -2.2% | -3.0% | +0.7% | -2.0% |
| 3M | +6.2% | +21.7% | -15.5% | +1.0% |
| 6M | +13.4% | +52.3% | -39.0% | +1.6% |
| YTD | +7.1% | +6.5% | +0.6% | +3.6% |
| 1Y | +12.5% | -6.7% | +19.2% | +11.8% |
| 3Y | +86.2% | +25.1% | +61.1% | +69.2% |
| 5Y | +83.9% | +113.8% | -29.8% | +44.4% |
| 10Y | +451.3% | +204.8% | +246.5% | +265.3% |
| All | +1,112.5% | +271.0% | +841.5% | +614.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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