+187.9%
SCHW vs HAS
+97.5%
+90.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +2.0% | +1.4% | +0.6% | +1.5% |
| 30D | -3.6% | +26.3% | -29.9% | -10.9% |
| 3M | -15.0% | +25.6% | -40.6% | -21.3% |
| 6M | +2.6% | +30.3% | -27.6% | -6.8% |
| YTD | -5.7% | +50.4% | -56.0% | -19.3% |
| 1Y | -0.9% | +57.7% | -58.6% | -16.7% |
| 3Y | +79.4% | +213.4% | -134.0% | +13.0% |
| 5Y | +21.2% | +49.1% | -27.9% | -0.8% |
| All | +187.9% | +97.5% | +90.3% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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