+59.6%
SCHW vs HAL
+100.4%
-40.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.4% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | -0.1% | +7.2% | -7.3% | -1.8% |
| 3M | +20.6% | -8.8% | +29.4% | +22.8% |
| 6M | +15.9% | +3.0% | +13.0% | +14.0% |
| YTD | +8.5% | +29.4% | -20.9% | +0.2% |
| 1Y | +17.8% | +62.8% | -45.0% | +1.9% |
| 3Y | +88.5% | -6.4% | +95.0% | +84.9% |
| All | +59.6% | +100.4% | -40.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 5y: compounded portfolio wealth divided by compounded HAL 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…
5y analysis · Full analysis span regression · 6 months rolling