+295.4%
CHTR vs THC
+1,107.9%
-812.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.9% |
| 3M | -11.6% | +7.1% | -18.7% | -12.4% |
| 6M | -3.3% | +46.0% | -49.3% | -7.7% |
| YTD | -33.7% | +43.9% | -77.6% | -36.8% |
| 1Y | -32.4% | +45.4% | -77.9% | -35.8% |
| 3Y | -65.9% | +421.3% | -487.2% | -72.4% |
| 5Y | -79.9% | +261.5% | -341.4% | -83.5% |
| 10Y | -49.2% | +1,865.8% | -1,915.0% | -67.9% |
| All | +295.4% | +1,107.9% | -812.5% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling