+114.7%
SCHW vs HUT
+455.5%
-340.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.6% |
| 7D | -1.3% | +28.3% | -29.6% | -2.7% |
| 30D | -0.4% | +12.3% | -12.7% | -1.3% |
| 3M | +21.7% | -16.8% | +38.5% | +22.0% |
| 6M | +13.0% | +111.4% | -98.4% | +6.1% |
| YTD | +8.0% | +116.6% | -108.5% | +0.7% |
| 1Y | +15.8% | +290.5% | -274.6% | +3.0% |
| 3Y | +87.7% | +792.3% | -704.6% | +50.0% |
| 5Y | +59.7% | +94.1% | -34.5% | +30.1% |
| All | +114.7% | +455.5% | -340.8% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling