+138.4%
HLT vs SCHG
+84.3%
+54.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -1.6% | -1.0% | -0.6% | -0.9% |
| 30D | -5.0% | -1.3% | -3.8% | -4.2% |
| 3M | -10.4% | +5.4% | -15.8% | -14.0% |
| 6M | +3.2% | +14.4% | -11.2% | -6.7% |
| YTD | +6.7% | +8.0% | -1.3% | +0.4% |
| 1Y | +10.3% | +12.7% | -2.5% | 0.0% |
| 3Y | +99.3% | +85.6% | +13.7% | +22.6% |
| All | +138.4% | +84.3% | +54.1% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling