+294.9%
SCHW vs HUM
+152.7%
+142.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.6% |
| 7D | -1.9% | +2.1% | -3.9% | -2.3% |
| 30D | -1.6% | +5.4% | -7.0% | -2.8% |
| 3M | +21.3% | +11.4% | +9.9% | +17.9% |
| 6M | +16.5% | +141.5% | -125.0% | -6.0% |
| YTD | +8.4% | +61.2% | -52.8% | -4.9% |
| 1Y | +15.6% | +49.2% | -33.5% | +2.7% |
| 3Y | +86.8% | -9.0% | +95.9% | +83.2% |
| 5Y | +60.5% | +7.2% | +53.3% | +43.5% |
| All | +294.9% | +152.7% | +142.2% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling