+59.5%
SCHW vs HWM
+638.1%
-578.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -1.9% | -11.4% | +9.6% | +2.5% |
| 30D | -1.6% | -18.5% | +16.8% | +5.8% |
| 3M | +21.3% | -13.2% | +34.4% | +26.9% |
| 6M | +16.5% | -8.7% | +25.2% | +18.2% |
| YTD | +8.4% | +12.2% | -3.8% | -0.1% |
| 1Y | +15.6% | +24.9% | -9.3% | +1.0% |
| 3Y | +86.8% | +383.9% | -297.1% | -23.5% |
| All | +59.5% | +638.1% | -578.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling