+99.3%
HLT vs CHTR
-65.7%
+165.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.5% |
| 7D | -1.6% | -4.1% | +2.5% | -1.2% |
| 30D | -5.0% | -3.0% | -2.1% | -4.9% |
| 3M | -10.4% | +4.8% | -15.2% | -11.4% |
| 6M | +3.2% | -35.0% | +38.3% | +7.7% |
| YTD | +6.7% | -30.2% | +36.9% | +9.7% |
| 1Y | +10.3% | -44.8% | +55.0% | +17.5% |
| 3Y | +99.3% | -66.6% | +165.9% | +131.0% |
| All | +99.3% | -65.7% | +165.0% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling