+228.7%
HL vs CHTR
-81.7%
+310.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.6% |
| 7D | -4.4% | -4.1% | -0.3% | -4.0% |
| 30D | +9.3% | -3.0% | +12.3% | +9.4% |
| 3M | +32.0% | +4.8% | +27.2% | +30.6% |
| 6M | -6.4% | -35.0% | +28.6% | -2.7% |
| YTD | +3.1% | -30.2% | +33.3% | +5.8% |
| 1Y | +77.6% | -44.8% | +122.3% | +89.6% |
| 3Y | +392.8% | -66.6% | +459.4% | +471.9% |
| All | +228.7% | -81.7% | +310.3% | +279.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling