+282.5%
CHTR vs HRB
+272.1%
+10.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.5% | -7.8% |
| 7D | -15.8% | -10.6% | -5.2% | -13.9% |
| 30D | -12.7% | -0.8% | -11.8% | -12.9% |
| 3M | -1.1% | +19.1% | -20.2% | -4.9% |
| 6M | -39.9% | +48.7% | -88.6% | -44.9% |
| YTD | -35.9% | +7.1% | -43.0% | -37.6% |
| 1Y | -49.2% | -8.3% | -40.8% | -49.1% |
| 3Y | -68.3% | +25.8% | -94.1% | -70.3% |
| 5Y | -83.0% | +111.1% | -194.0% | -85.6% |
| 10Y | -49.3% | +206.6% | -255.9% | -62.8% |
| All | +282.5% | +272.1% | +10.4% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling