+433.3%
HUT vs SCHG
+296.1%
+137.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.4% |
| 7D | +18.9% | -0.9% | +19.8% | +20.8% |
| 30D | +12.0% | -2.3% | +14.3% | +16.3% |
| 3M | -14.9% | +4.5% | -19.4% | -21.8% |
| 6M | +96.8% | +13.6% | +83.2% | +61.2% |
| YTD | +108.8% | +7.6% | +101.2% | +91.4% |
| 1Y | +227.4% | +13.0% | +214.3% | +186.1% |
| 3Y | +760.3% | +87.0% | +673.3% | +273.3% |
| 5Y | +86.1% | +82.9% | +3.2% | -3.4% |
| All | +433.3% | +296.1% | +137.2% | +82.7% |
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 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