+1.7%
HUT vs SCHG
+5.5%
-3.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.3% | -24.5% | -27.2% |
| 7D | -29.5% | -2.5% | -27.0% | -23.7% |
| 30D | -45.2% | -5.4% | -39.7% | -33.4% |
| 3M | -51.6% | -2.2% | -49.5% | -47.5% |
| 6M | -37.3% | +5.2% | -42.5% | -46.3% |
| YTD | +6.5% | +6.8% | -0.3% | -10.8% |
| 1Y | +1.7% | +5.9% | -4.2% | -8.6% |
| All | +1.7% | +5.5% | -3.8% | -8.6% |
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