+301.6%
CHTR vs HSY
+619.3%
-317.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.7% | +4.6% |
| 7D | -7.1% | -0.4% | -6.7% | -7.0% |
| 30D | -10.9% | -3.4% | -7.4% | -9.7% |
| 3M | +2.0% | -0.5% | +2.5% | +2.4% |
| 6M | -35.9% | -19.1% | -16.8% | -31.4% |
| YTD | -32.7% | -2.1% | -30.6% | -32.5% |
| 1Y | -46.6% | -3.2% | -43.3% | -46.3% |
| 3Y | -66.7% | -8.8% | -57.9% | -66.4% |
| 5Y | -82.1% | +13.0% | -95.1% | -83.6% |
| 10Y | -46.8% | +130.9% | -177.7% | -62.3% |
| All | +301.6% | +619.3% | -317.7% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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