-46.7%
CHTR vs THC
+37.2%
-84.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.1% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | -10.9% | +1.5% | -12.4% | -11.0% |
| 3M | +2.0% | +59.9% | -57.9% | -1.1% |
| 6M | -35.9% | +11.0% | -46.9% | -37.9% |
| YTD | -32.7% | +32.6% | -65.2% | -33.8% |
| All | -46.7% | +37.2% | -84.0% | -48.0% |
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