-83.0%
CHTR vs THC
+261.8%
-344.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.9% | -12.0% | -8.7% |
| 7D | -15.8% | +4.1% | -19.9% | -16.3% |
| 30D | -12.7% | +3.5% | -16.2% | -13.2% |
| 3M | -1.1% | +61.7% | -62.8% | -8.8% |
| 6M | -39.9% | +11.8% | -51.8% | -41.4% |
| YTD | -35.9% | +35.4% | -71.3% | -39.5% |
| 1Y | -49.2% | +37.0% | -86.2% | -52.3% |
| 3Y | -68.3% | +260.1% | -328.4% | -76.4% |
| All | -83.0% | +261.8% | -344.8% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling