+13.4%
SCHW vs BHP
+69.4%
-56.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -1.0% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +1.5% | +3.4% | -1.9% | +1.2% |
| 3M | +24.6% | +4.1% | +20.5% | +24.3% |
| 6M | +14.5% | +20.6% | -6.0% | +11.6% |
| YTD | +10.5% | +56.1% | -45.6% | -0.8% |
| 1Y | +13.4% | +69.6% | -56.2% | -1.6% |
| All | +13.4% | +69.4% | -56.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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