+25.0%
HL vs CHTR
-46.1%
+71.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.7% | +7.5% | +13.6% |
| 7D | +0.2% | +14.1% | -13.9% | +1.3% |
| 30D | -12.1% | +11.6% | -23.7% | -11.2% |
| 3M | -2.8% | -21.4% | +18.6% | -5.0% |
| 6M | -14.9% | -27.3% | +12.3% | -16.9% |
| YTD | -22.0% | -42.4% | +20.3% | -19.3% |
| 1Y | +25.0% | -45.6% | +70.6% | +27.2% |
| All | +25.0% | -46.1% | +71.1% | +27.2% |
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