+265.3%
HUT vs SCHG
+16.6%
+248.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +9.0% |
| 7D | +17.8% | -0.7% | +18.5% | +20.5% |
| 30D | +0.8% | +0.2% | +0.6% | -1.0% |
| 3M | -26.8% | +2.2% | -29.0% | -32.6% |
| 6M | +72.6% | +15.0% | +57.5% | +6.3% |
| YTD | +103.6% | +9.2% | +94.5% | +55.1% |
| 1Y | +265.3% | +15.7% | +249.5% | +152.3% |
| All | +265.3% | +16.6% | +248.6% | +152.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling