+75.8%
HST vs SCHG
+81.2%
-5.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +0.7% | -2.7% | +3.4% | +2.7% |
| 30D | -0.7% | -2.2% | +1.5% | +0.9% |
| 3M | -4.0% | +6.2% | -10.2% | -8.4% |
| 6M | +20.7% | +13.4% | +7.3% | +9.5% |
| YTD | +31.0% | +7.1% | +23.9% | +23.8% |
| 1Y | +36.2% | +12.5% | +23.7% | +23.5% |
| 3Y | +66.6% | +86.2% | -19.5% | +1.4% |
| 5Y | +75.8% | +83.9% | -8.1% | +5.9% |
| All | +75.8% | +81.2% | -5.4% | +5.9% |
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