+878.2%
SCHW vs HDB
+3,694.0%
-2,815.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.4% |
| 30D | -0.4% | -4.9% | +4.5% | +1.7% |
| 3M | +21.7% | -2.3% | +24.0% | +22.0% |
| 6M | +13.0% | -23.7% | +36.7% | +24.9% |
| YTD | +8.0% | -38.5% | +46.5% | +30.4% |
| 1Y | +15.8% | -36.5% | +52.3% | +37.6% |
| 3Y | +87.7% | -28.5% | +116.2% | +106.6% |
| 5Y | +59.7% | -37.4% | +97.0% | +83.2% |
| 10Y | +292.9% | +34.0% | +258.8% | +206.9% |
| All | +878.2% | +3,694.0% | -2,815.8% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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