-45.6%
CHTR vs THC
+46.1%
-91.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.6% | -3.9% | +5.2% |
| 7D | +14.1% | +8.8% | +5.3% | +13.6% |
| 30D | +11.6% | +12.6% | -1.1% | +10.9% |
| 3M | -21.4% | +15.4% | -36.8% | -22.1% |
| 6M | -27.3% | +57.7% | -84.9% | -29.5% |
| YTD | -42.4% | +47.1% | -89.5% | -43.4% |
| 1Y | -45.6% | +40.7% | -86.3% | -46.4% |
| All | -45.6% | +46.1% | -91.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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