+13.4%
SCHW vs HCA
-0.5%
+13.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -0.8% | -3.1% | +2.3% | -0.4% |
| 30D | +1.5% | -1.1% | +2.6% | +1.6% |
| 3M | +24.6% | +12.2% | +12.4% | +23.8% |
| 6M | +14.5% | -25.3% | +39.9% | +13.1% |
| YTD | +10.5% | -12.9% | +23.4% | +9.5% |
| 1Y | +13.4% | -0.9% | +14.3% | +12.3% |
| All | +13.4% | -0.5% | +13.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling