+51,567.6%
SCHW vs HON
+5,495.3%
+46,072.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -3.5% | +1.6% | +0.3% |
| 30D | -1.6% | -13.8% | +12.1% | +7.7% |
| 3M | +21.3% | -11.7% | +32.9% | +29.5% |
| 6M | +16.5% | -18.7% | +35.2% | +29.8% |
| YTD | +8.4% | +0.2% | +8.2% | +5.2% |
| 1Y | +15.6% | -3.1% | +18.7% | +13.9% |
| 3Y | +86.8% | +17.0% | +69.9% | +59.8% |
| 5Y | +60.5% | +2.0% | +58.5% | +49.6% |
| 10Y | +297.7% | +135.4% | +162.4% | +119.5% |
| All | +51,567.6% | +5,495.3% | +46,072.3% | +6,274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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