+65.7%
HST vs SCHG
+84.7%
-19.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.7% | -2.7% | +3.4% | +2.5% |
| 30D | -0.7% | -2.2% | +1.5% | +0.7% |
| 3M | -4.0% | +6.2% | -10.2% | -8.0% |
| 6M | +20.7% | +13.4% | +7.3% | +10.3% |
| YTD | +31.0% | +7.1% | +23.9% | +24.4% |
| 1Y | +36.2% | +12.5% | +23.7% | +24.3% |
| All | +65.7% | +84.7% | -19.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling