+51,225.6%
SCHW vs HAL
+598.9%
+50,626.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | -1.1% | +10.9% | -11.9% | -4.2% |
| 3M | +20.4% | -5.8% | +26.2% | +21.9% |
| 6M | +13.6% | +8.1% | +5.5% | +9.6% |
| YTD | +7.7% | +33.2% | -25.5% | -2.8% |
| 1Y | +15.2% | +74.2% | -59.0% | -5.0% |
| 3Y | +87.1% | -3.7% | +90.8% | +79.4% |
| 5Y | +57.5% | +111.9% | -54.4% | +13.0% |
| 10Y | +295.1% | +7.4% | +287.7% | +203.5% |
| All | +51,225.6% | +598.9% | +50,626.7% | +19,551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling