+285.5%
SCHW vs HWM
+1,301.3%
-1,015.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.5% |
| 7D | -2.8% | -12.5% | +9.7% | +2.0% |
| 30D | -0.1% | -19.0% | +18.9% | +7.7% |
| 3M | +20.6% | -8.6% | +29.2% | +23.6% |
| 6M | +15.9% | -10.2% | +26.1% | +18.6% |
| YTD | +8.5% | +11.3% | -2.8% | +1.3% |
| 1Y | +17.8% | +24.3% | -6.4% | +5.0% |
| 3Y | +88.5% | +382.3% | -293.7% | -6.9% |
| 5Y | +60.6% | +640.6% | -580.0% | -33.6% |
| All | +285.5% | +1,301.3% | -1,015.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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