+294.9%
SCHW vs HBM
+619.2%
-324.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -3.3% | +1.4% | -1.4% |
| 30D | -1.6% | -4.8% | +3.2% | -1.0% |
| 3M | +21.3% | -0.4% | +21.7% | +19.9% |
| 6M | +16.5% | +17.9% | -1.4% | +9.5% |
| YTD | +8.4% | +33.7% | -25.3% | -1.8% |
| 1Y | +15.6% | +95.6% | -80.0% | -4.2% |
| 3Y | +86.8% | +458.1% | -371.3% | +16.7% |
| 5Y | +60.5% | +329.0% | -268.5% | +0.4% |
| All | +294.9% | +619.2% | -324.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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