+13.4%
SCHW vs ALHC
-16.6%
+30.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | +24.6% | -10.2% | +34.7% | +23.3% |
| 6M | +14.5% | -28.3% | +42.8% | +15.1% |
| YTD | +10.5% | -31.4% | +41.9% | +10.4% |
| 1Y | +13.4% | -16.9% | +30.3% | +8.6% |
| All | +13.4% | -16.6% | +30.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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