+294.9%
SCHW vs BHP
+496.8%
-201.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -1.9% | -3.6% | +1.7% | -0.5% |
| 30D | -1.6% | -1.2% | -0.4% | -1.4% |
| 3M | +21.3% | +1.2% | +20.1% | +19.7% |
| 6M | +16.5% | +21.4% | -4.9% | +4.9% |
| YTD | +8.4% | +50.4% | -42.0% | -12.2% |
| 1Y | +15.6% | +67.5% | -51.9% | -11.1% |
| 3Y | +86.8% | +72.8% | +14.0% | +37.3% |
| 5Y | +60.5% | +112.6% | -52.1% | +0.5% |
| All | +294.9% | +496.8% | -201.9% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling