+294.9%
SCHW vs HIG
+313.7%
-18.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.1% |
| 30D | -1.6% | -0.4% | -1.3% | -1.5% |
| 3M | +21.3% | +6.7% | +14.6% | +17.0% |
| 6M | +16.5% | +2.0% | +14.5% | +14.8% |
| YTD | +8.4% | +0.3% | +8.1% | +7.5% |
| 1Y | +15.6% | +4.2% | +11.4% | +12.0% |
| 3Y | +86.8% | +102.2% | -15.4% | +25.8% |
| 5Y | +60.5% | +118.5% | -58.0% | +4.7% |
| All | +294.9% | +313.7% | -18.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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