+2.6%
HAL vs CHTR
-44.7%
+47.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.6% |
| 7D | -3.3% | -4.1% | +0.8% | -2.5% |
| 30D | +8.2% | -3.0% | +11.1% | +8.3% |
| 3M | -9.4% | +4.8% | -14.2% | -11.7% |
| 6M | +0.6% | -35.0% | +35.7% | +9.2% |
| YTD | +28.6% | -30.2% | +58.7% | +35.6% |
| 1Y | +63.9% | -44.8% | +108.7% | +85.5% |
| 3Y | -7.1% | -66.6% | +59.4% | +18.7% |
| 5Y | +102.3% | -81.5% | +183.8% | +218.7% |
| All | +2.6% | -44.7% | +47.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling