+334.3%
CHTR vs THC
+1,019.3%
-685.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -0.8% | +1.3% | -2.0% | -1.0% |
| 3M | +17.8% | +64.2% | -46.5% | +11.1% |
| 6M | -34.5% | +8.3% | -42.8% | -35.3% |
| YTD | -27.2% | +33.4% | -60.6% | -30.0% |
| 1Y | -41.4% | +37.7% | -79.1% | -44.0% |
| 3Y | -64.0% | +236.8% | -300.8% | -69.4% |
| 5Y | -81.3% | +249.3% | -330.5% | -84.5% |
| 10Y | -44.1% | +995.2% | -1,039.3% | -62.4% |
| All | +334.3% | +1,019.3% | -685.0% | +173.2% |
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