+51,606.1%
SCHW vs HUM
+5,550.8%
+46,055.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.8% | -1.4% | -1.3% | -2.4% |
| 30D | -0.1% | +7.5% | -7.5% | -1.8% |
| 3M | +20.6% | +10.2% | +10.4% | +17.4% |
| 6M | +15.9% | +132.5% | -116.6% | -5.8% |
| YTD | +8.5% | +57.6% | -49.1% | -4.5% |
| 1Y | +17.8% | +48.6% | -30.7% | +4.5% |
| 3Y | +88.5% | -11.2% | +99.7% | +81.1% |
| 5Y | +60.6% | +4.8% | +55.8% | +45.7% |
| 10Y | +298.0% | +147.1% | +150.9% | +186.6% |
| All | +51,606.1% | +5,550.8% | +46,055.3% | +14,133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling