+448.2%
HUT vs SCHG
+297.8%
+150.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +8.0% | +7.3% |
| 7D | +5.4% | -1.0% | +6.4% | +7.5% |
| 30D | +8.6% | -1.3% | +9.9% | +10.9% |
| 3M | -15.2% | +5.4% | -20.7% | -23.5% |
| 6M | +92.9% | +14.4% | +78.5% | +56.1% |
| YTD | +114.6% | +8.0% | +106.6% | +95.5% |
| 1Y | +208.5% | +12.7% | +195.8% | +171.1% |
| 3Y | +821.5% | +85.6% | +735.9% | +305.4% |
| 5Y | +101.8% | +85.5% | +16.3% | +3.0% |
| All | +448.2% | +297.8% | +150.4% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling