+170.2%
SCHD vs HUT
+450.5%
-280.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | +0.1% |
| 7D | -2.0% | +5.4% | -7.4% | -2.2% |
| 30D | -0.4% | +8.6% | -9.0% | -0.8% |
| 3M | +5.7% | -15.2% | +20.9% | +5.8% |
| 6M | +11.9% | +92.9% | -81.0% | +8.2% |
| YTD | +26.4% | +114.6% | -88.2% | +21.4% |
| 1Y | +27.6% | +208.5% | -180.9% | +20.0% |
| 3Y | +54.9% | +821.5% | -766.6% | +34.9% |
| 5Y | +60.9% | +101.8% | -40.9% | +41.4% |
| All | +170.2% | +450.5% | -280.4% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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