-45.9%
CHTR vs HRB
+209.1%
-255.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -4.1% | -8.0% | +3.9% | -2.5% |
| 30D | -3.0% | -16.0% | +13.0% | +0.3% |
| 3M | +4.8% | +26.9% | -22.1% | -0.1% |
| 6M | -35.0% | +51.1% | -86.2% | -40.3% |
| YTD | -30.2% | +7.1% | -37.2% | -32.0% |
| 1Y | -44.8% | -9.6% | -35.2% | -44.6% |
| 3Y | -66.6% | +25.4% | -92.0% | -68.4% |
| 5Y | -81.5% | +114.9% | -196.4% | -83.9% |
| All | -45.9% | +209.1% | -255.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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