+294.9%
SCHW vs HAS
+61.8%
+233.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.5% |
| 30D | -1.6% | -2.8% | +1.2% | -0.7% |
| 3M | +21.3% | +10.1% | +11.2% | +16.8% |
| 6M | +16.5% | -1.4% | +17.9% | +15.7% |
| YTD | +8.4% | +14.2% | -5.8% | +1.7% |
| 1Y | +15.6% | +18.2% | -2.6% | +7.0% |
| 3Y | +86.8% | +48.6% | +38.2% | +54.0% |
| 5Y | +60.5% | +14.2% | +46.3% | +43.4% |
| All | +294.9% | +61.8% | +233.1% | +216.5% |
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