+13.4%
SCHW vs HUT
+238.9%
-225.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.2% |
| 7D | -0.8% | +17.8% | -18.6% | -1.3% |
| 30D | +1.5% | +0.8% | +0.6% | +1.4% |
| 3M | +24.6% | -26.8% | +51.3% | +25.5% |
| 6M | +14.5% | +72.6% | -58.0% | +8.8% |
| YTD | +10.5% | +103.6% | -93.2% | +3.3% |
| 1Y | +13.4% | +265.3% | -251.9% | +8.0% |
| All | +13.4% | +238.9% | -225.6% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling