+52,550.4%
SCHW vs HAS
+3,598.5%
+48,951.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.8% | -1.8% | +1.0% | -0.1% |
| 30D | +1.5% | +2.3% | -0.8% | +0.5% |
| 3M | +24.6% | +10.4% | +14.2% | +18.9% |
| 6M | +14.5% | -3.2% | +17.8% | +14.3% |
| YTD | +10.5% | +15.4% | -4.9% | +2.0% |
| 1Y | +13.4% | +18.8% | -5.4% | +3.3% |
| 3Y | +88.3% | +43.9% | +44.3% | +51.7% |
| 5Y | +62.1% | +13.9% | +48.2% | +40.5% |
| 10Y | +297.3% | +56.4% | +240.9% | +176.9% |
| All | +52,550.4% | +3,598.5% | +48,951.9% | +9,070.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling