-47.8%
CHTR vs THC
+1,021.1%
-1,068.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.2% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | -10.9% | +1.5% | -12.4% | -11.1% |
| 3M | +2.0% | +59.9% | -57.9% | -3.3% |
| 6M | -35.9% | +11.0% | -46.9% | -36.9% |
| YTD | -32.7% | +32.6% | -65.2% | -35.1% |
| 1Y | -46.6% | +37.4% | -83.9% | -48.8% |
| 3Y | -66.7% | +252.5% | -319.3% | -71.8% |
| 5Y | -82.1% | +262.3% | -344.5% | -85.2% |
| All | -47.8% | +1,021.1% | -1,068.9% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling