+15.7%
SCHW vs HUT
+191.0%
-175.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.3% | +0.9% |
| 7D | -2.8% | +2.8% | -5.6% | -2.9% |
| 30D | -0.1% | +2.1% | -2.1% | -0.2% |
| 3M | +20.6% | -14.3% | +34.9% | +20.6% |
| 6M | +15.9% | +84.2% | -68.3% | +9.6% |
| YTD | +8.5% | +97.2% | -88.7% | +1.5% |
| All | +15.7% | +191.0% | -175.3% | +11.6% |
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