-41.4%
CHTR vs HST
+38.1%
-79.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -1.0% | 0.0% | -0.9% |
| 30D | -0.8% | -12.3% | +11.5% | +1.4% |
| 3M | +17.8% | -6.4% | +24.1% | +18.6% |
| 6M | -34.5% | +15.0% | -49.5% | -36.4% |
| YTD | -27.2% | +30.5% | -57.7% | -31.3% |
| 1Y | -41.4% | +35.7% | -77.1% | -46.4% |
| All | -41.4% | +38.1% | -79.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling