+59.6%
SCHW vs HBM
+329.7%
-270.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.3% | +1.8% |
| 7D | -2.8% | -3.7% | +1.0% | -2.3% |
| 30D | -0.1% | -3.7% | +3.6% | +0.2% |
| 3M | +20.6% | +8.0% | +12.6% | +18.1% |
| 6M | +15.9% | +15.8% | +0.2% | +10.9% |
| YTD | +8.5% | +34.4% | -25.9% | 0.0% |
| 1Y | +17.8% | +98.2% | -80.3% | +0.4% |
| 3Y | +88.5% | +476.6% | -388.0% | +22.7% |
| All | +59.6% | +329.7% | -270.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling