+59.5%
SCHW vs HIG
+116.1%
-56.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -0.9% |
| 30D | -1.6% | -0.4% | -1.3% | -1.4% |
| 3M | +21.3% | +6.7% | +14.6% | +15.8% |
| 6M | +16.5% | +2.0% | +14.5% | +14.3% |
| YTD | +8.4% | +0.3% | +8.1% | +7.1% |
| 1Y | +15.6% | +4.2% | +11.4% | +10.8% |
| 3Y | +86.8% | +102.2% | -15.4% | +2.0% |
| All | +59.5% | +116.1% | -56.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling