-80.0%
CHTR vs THC
+258.4%
-338.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +17.2% | +1.0% | +16.3% | +17.1% |
| 30D | +31.6% | +5.3% | +26.3% | +30.6% |
| 3M | -11.6% | +7.1% | -18.7% | -12.7% |
| 6M | -3.3% | +46.0% | -49.3% | -9.4% |
| YTD | -33.7% | +43.9% | -77.6% | -38.1% |
| 1Y | -32.4% | +45.4% | -77.9% | -37.1% |
| 3Y | -65.9% | +421.3% | -487.2% | -76.4% |
| All | -80.0% | +258.4% | -338.4% | -86.0% |
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 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