+316.4%
CHTR vs HST
+233.5%
+82.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -0.3% | +2.0% | -2.3% | -0.8% |
| 30D | -4.5% | -5.2% | +0.8% | -3.1% |
| 3M | +10.2% | -6.2% | +16.5% | +12.0% |
| 6M | -37.2% | +20.4% | -57.7% | -40.6% |
| YTD | -30.2% | +30.6% | -60.8% | -35.3% |
| 1Y | -44.8% | +37.4% | -82.1% | -49.7% |
| 3Y | -65.5% | +66.1% | -131.6% | -70.3% |
| 5Y | -81.8% | +73.7% | -155.5% | -84.7% |
| 10Y | -45.8% | +99.8% | -145.5% | -59.8% |
| All | +316.4% | +233.5% | +82.9% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling