+919.7%
SCHW vs HBM
+649.7%
+270.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | +5.5% | -7.1% | -2.7% |
| 30D | -1.1% | +3.3% | -4.3% | -2.0% |
| 3M | +20.4% | +12.7% | +7.7% | +16.1% |
| 6M | +13.6% | +28.2% | -14.6% | +5.1% |
| YTD | +7.7% | +45.3% | -37.6% | -3.9% |
| 1Y | +15.2% | +121.7% | -106.5% | -6.6% |
| 3Y | +87.1% | +523.5% | -436.4% | +16.4% |
| 5Y | +57.5% | +393.9% | -336.4% | -2.7% |
| 10Y | +295.1% | +647.9% | -352.8% | +88.2% |
| All | +919.7% | +649.7% | +270.0% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling