+1,112.5%
SCHG vs HUBB
+1,256.9%
-144.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -2.7% | -1.7% | -1.1% | -2.0% |
| 30D | -2.2% | -12.7% | +10.4% | +3.9% |
| 3M | +6.2% | -2.9% | +9.1% | +6.5% |
| 6M | +13.4% | -4.8% | +18.2% | +13.9% |
| YTD | +7.1% | +2.8% | +4.3% | +3.2% |
| 1Y | +12.5% | +3.5% | +9.0% | +7.6% |
| 3Y | +86.2% | +43.5% | +42.6% | +47.4% |
| 5Y | +83.9% | +154.2% | -70.3% | +7.0% |
| 10Y | +451.3% | +434.0% | +17.2% | +105.9% |
| All | +1,112.5% | +1,256.9% | -144.5% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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