+75.5%
SCHW vs ALHC
-33.0%
+108.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -2.8% | -5.8% | +3.0% | -2.5% |
| 30D | -0.1% | -3.3% | +3.3% | +0.1% |
| 3M | +20.6% | -37.9% | +58.5% | +23.3% |
| 6M | +15.9% | -29.5% | +45.5% | +17.1% |
| YTD | +8.5% | -35.4% | +43.9% | +10.0% |
| 1Y | +17.8% | -22.4% | +40.3% | +18.1% |
| 3Y | +88.5% | +146.3% | -57.8% | +70.1% |
| 5Y | +60.6% | -32.0% | +92.6% | +51.2% |
| All | +75.5% | -33.0% | +108.5% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling