+334.3%
CHTR vs HAS
+385.6%
-51.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.5% |
| 30D | -0.8% | +2.3% | -3.0% | -1.3% |
| 3M | +17.8% | +10.4% | +7.4% | +14.4% |
| 6M | -34.5% | -3.2% | -31.3% | -34.2% |
| YTD | -27.2% | +15.4% | -42.6% | -30.5% |
| 1Y | -41.4% | +18.8% | -60.2% | -44.6% |
| 3Y | -64.0% | +43.9% | -107.9% | -68.6% |
| 5Y | -81.3% | +13.9% | -95.2% | -82.9% |
| 10Y | -44.1% | +56.4% | -100.5% | -56.8% |
| All | +334.3% | +385.6% | -51.3% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling