+138.4%
HLT vs CHTR
-81.7%
+220.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | -1.6% | -4.1% | +2.5% | -1.0% |
| 30D | -5.0% | -3.0% | -2.1% | -4.8% |
| 3M | -10.4% | +4.8% | -15.2% | -12.0% |
| 6M | +3.2% | -35.0% | +38.3% | +9.8% |
| YTD | +6.7% | -30.2% | +36.9% | +11.3% |
| 1Y | +10.3% | -44.8% | +55.0% | +20.9% |
| 3Y | +99.3% | -66.6% | +165.9% | +141.3% |
| All | +138.4% | -81.7% | +220.1% | +228.4% |
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