+234.3%
HST vs SCHG
+1,135.4%
-901.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.8% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -5.2% | -1.5% | -3.8% | -4.0% |
| 3M | -6.2% | +4.4% | -10.6% | -10.4% |
| 6M | +20.4% | +15.7% | +4.7% | +4.0% |
| YTD | +30.6% | +8.3% | +22.3% | +19.9% |
| 1Y | +37.4% | +14.2% | +23.1% | +19.1% |
| 3Y | +66.1% | +88.3% | -22.1% | -13.9% |
| 5Y | +73.7% | +83.5% | -9.7% | -9.8% |
| 10Y | +99.8% | +444.2% | -344.4% | -74.5% |
| All | +234.3% | +1,135.4% | -901.1% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling