+115.7%
SCHW vs HUT
+405.9%
-290.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.3% | +1.1% |
| 7D | -2.8% | +2.8% | -5.6% | -3.0% |
| 30D | -0.1% | +2.1% | -2.1% | -0.4% |
| 3M | +20.6% | -14.3% | +34.9% | +20.6% |
| 6M | +15.9% | +84.2% | -68.3% | +9.8% |
| YTD | +8.5% | +97.2% | -88.7% | +1.7% |
| 1Y | +17.8% | +192.7% | -174.9% | +6.7% |
| 3Y | +88.5% | +712.6% | -624.0% | +51.4% |
| 5Y | +60.6% | +85.5% | -24.8% | +31.3% |
| All | +115.7% | +405.9% | -290.2% | +38.8% |
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