+109.0%
HST vs SCHG
+459.0%
-350.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.7% |
| 30D | -2.5% | -1.3% | -1.2% | -1.6% |
| 3M | -5.1% | +5.4% | -10.6% | -9.2% |
| 6M | +21.6% | +14.4% | +7.2% | +9.0% |
| YTD | +31.6% | +8.0% | +23.6% | +23.2% |
| 1Y | +36.1% | +12.7% | +23.4% | +22.7% |
| 3Y | +66.5% | +85.6% | -19.1% | -0.2% |
| 5Y | +76.6% | +85.5% | -8.9% | +4.2% |
| All | +109.0% | +459.0% | -350.0% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling