+51,606.1%
SCHW vs BHP
+7,637.4%
+43,968.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.1% | +3.0% |
| 7D | -2.8% | -3.7% | +1.0% | -1.3% |
| 30D | -0.1% | -0.8% | +0.8% | 0.0% |
| 3M | +20.6% | +7.6% | +13.0% | +15.7% |
| 6M | +15.9% | +20.8% | -4.8% | +4.8% |
| YTD | +8.5% | +50.8% | -42.3% | -11.6% |
| 1Y | +17.8% | +70.9% | -53.1% | -9.3% |
| 3Y | +88.5% | +78.0% | +10.5% | +38.9% |
| 5Y | +60.6% | +113.1% | -52.5% | +5.2% |
| 10Y | +298.0% | +483.0% | -185.0% | +62.5% |
| All | +51,606.1% | +7,637.4% | +43,968.7% | +6,890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling