+9.0%
HCA vs CHTR
-46.1%
+55.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.7% | +4.7% | +9.7% |
| 7D | +10.2% | +14.1% | -3.9% | +8.9% |
| 30D | +17.4% | +11.6% | +5.8% | +16.2% |
| 3M | +27.7% | -21.4% | +49.1% | +30.3% |
| 6M | +20.0% | -27.3% | +47.3% | +22.0% |
| YTD | +10.0% | -42.4% | +52.4% | +18.8% |
| 1Y | +9.0% | -45.6% | +54.6% | +20.7% |
| All | +9.0% | -46.1% | +55.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling