-69.3%
CHTR vs HST
+65.3%
-134.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -8.0% | -8.1% |
| 7D | -15.8% | -0.3% | -15.5% | -15.7% |
| 30D | -12.7% | -2.8% | -9.9% | -11.7% |
| 3M | -1.1% | -6.5% | +5.4% | +1.1% |
| 6M | -39.9% | +20.7% | -60.6% | -44.8% |
| YTD | -35.9% | +30.5% | -66.3% | -43.2% |
| 1Y | -49.2% | +36.8% | -85.9% | -56.0% |
| All | -69.3% | +65.3% | -134.6% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling