+231.4%
HL vs CHTR
+301.6%
-70.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.0% | -9.0% | -5.1% |
| 7D | -5.6% | -7.1% | +1.5% | -4.3% |
| 30D | +12.7% | -10.9% | +23.6% | +15.0% |
| 3M | +42.5% | +2.0% | +40.5% | +40.1% |
| 6M | -9.0% | -35.9% | +26.9% | -2.4% |
| YTD | +4.4% | -32.7% | +37.1% | +9.8% |
| 1Y | +82.7% | -46.6% | +129.2% | +103.2% |
| 3Y | +406.3% | -66.7% | +473.0% | +515.4% |
| 5Y | +238.2% | -82.1% | +320.3% | +384.7% |
| 10Y | +268.9% | -46.8% | +315.7% | +277.6% |
| All | +231.4% | +301.6% | -70.2% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling