-47.8%
CHTR vs HAS
+59.3%
-107.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.6% | +4.6% |
| 7D | -7.1% | -3.1% | -4.1% | -6.3% |
| 30D | -10.9% | -6.4% | -4.5% | -9.0% |
| 3M | +2.0% | +10.4% | -8.4% | -0.8% |
| 6M | -35.9% | -3.7% | -32.2% | -35.5% |
| YTD | -32.7% | +12.5% | -45.1% | -35.2% |
| 1Y | -46.6% | +19.8% | -66.4% | -49.6% |
| 3Y | -66.7% | +46.0% | -112.7% | -71.0% |
| 5Y | -82.1% | +12.5% | -94.6% | -83.8% |
| All | -47.8% | +59.3% | -107.2% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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