+404.0%
SCHW vs HLT
+641.9%
-238.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -2.8% | -2.6% | -0.2% | -1.4% |
| 30D | -0.1% | -2.6% | +2.6% | +1.3% |
| 3M | +20.6% | -9.4% | +30.0% | +26.5% |
| 6M | +15.9% | +2.7% | +13.2% | +13.0% |
| YTD | +8.5% | +6.8% | +1.7% | +3.1% |
| 1Y | +17.8% | +12.4% | +5.5% | +8.5% |
| 3Y | +88.5% | +100.2% | -11.6% | +24.6% |
| 5Y | +60.6% | +143.7% | -83.1% | -7.0% |
| 10Y | +298.0% | +584.9% | -286.8% | +21.9% |
| All | +404.0% | +641.9% | -238.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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