+40.0%
HLT vs SCHG
+0.2%
+39.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.1% |
| 7D | +3.6% | -6.8% | +10.4% | +6.1% |
| 30D | +14.6% | -11.2% | +25.7% | +19.4% |
| 3M | +13.9% | -7.4% | +21.3% | +16.8% |
| 6M | +18.3% | -1.0% | +19.3% | +17.3% |
| YTD | +28.9% | +0.9% | +27.9% | +22.7% |
| 1Y | +40.0% | -0.2% | +40.2% | +34.2% |
| All | +40.0% | +0.2% | +39.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling