+74.8%
SCHW vs ALHC
-29.3%
+104.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.3% |
| 30D | -0.4% | -6.3% | +5.9% | -0.1% |
| 3M | +21.7% | -12.3% | +34.0% | +21.7% |
| 6M | +13.0% | -27.0% | +40.0% | +13.9% |
| YTD | +8.0% | -31.8% | +39.9% | +9.3% |
| 1Y | +15.8% | -17.0% | +32.8% | +15.7% |
| 3Y | +87.7% | +159.8% | -72.1% | +68.9% |
| 5Y | +59.7% | -25.1% | +84.8% | +49.7% |
| All | +74.8% | -29.3% | +104.1% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling