+13.4%
SCHW vs HUM
+31.0%
-17.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -0.8% | +4.2% | -4.9% | -1.1% |
| 30D | +1.5% | +10.4% | -8.9% | +0.7% |
| 3M | +24.6% | +15.1% | +9.5% | +23.0% |
| 6M | +14.5% | +120.9% | -106.4% | +7.1% |
| YTD | +10.5% | +57.9% | -47.5% | +4.6% |
| 1Y | +13.4% | +30.6% | -17.2% | +7.2% |
| All | +13.4% | +31.0% | -17.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling