+60.6%
SCHW vs HAS
+12.1%
+48.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -2.8% | -3.1% | +0.3% | -2.0% |
| 30D | -0.1% | -6.4% | +6.3% | +1.7% |
| 3M | +20.6% | +10.4% | +10.2% | +16.9% |
| 6M | +15.9% | -3.7% | +19.6% | +16.2% |
| YTD | +8.5% | +12.5% | -4.0% | +3.1% |
| 1Y | +17.8% | +19.8% | -2.0% | +9.6% |
| 3Y | +88.5% | +46.0% | +42.6% | +60.8% |
| 5Y | +60.6% | +12.5% | +48.1% | +63.5% |
| All | +60.6% | +12.1% | +48.5% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling