+279.0%
CHTR vs HST
+289.1%
-10.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +5.4% | +3.6% | +1.8% | +4.5% |
| 30D | +24.0% | +9.9% | +14.1% | +20.8% |
| 3M | -11.7% | +12.9% | -24.6% | -14.6% |
| 6M | -10.3% | +22.9% | -33.2% | -15.4% |
| YTD | -36.5% | +52.4% | -88.9% | -43.6% |
| 1Y | -37.7% | +52.5% | -90.3% | -44.7% |
| 3Y | -67.6% | +87.4% | -155.1% | -73.1% |
| 5Y | -80.8% | +82.9% | -163.7% | -84.1% |
| 10Y | -51.3% | +134.8% | -186.1% | -65.4% |
| All | +279.0% | +289.1% | -10.0% | +129.8% |
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