+283.8%
SCHW vs HWM
+1,323.5%
-1,039.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.7% | +8.5% | +1.8% |
| 7D | -1.3% | -9.2% | +7.9% | +2.1% |
| 30D | -0.4% | -17.9% | +17.5% | +6.8% |
| 3M | +21.7% | -6.0% | +27.7% | +23.4% |
| 6M | +13.0% | -7.4% | +20.3% | +14.1% |
| YTD | +8.0% | +13.1% | -5.1% | +0.3% |
| 1Y | +15.8% | +29.3% | -13.5% | +1.5% |
| 3Y | +87.7% | +389.9% | -302.2% | -7.8% |
| 5Y | +59.7% | +655.5% | -595.9% | -34.5% |
| All | +283.8% | +1,323.5% | -1,039.7% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling