+663.1%
HON vs CHTR
+316.5%
+346.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.7% |
| 7D | -3.5% | -4.1% | +0.6% | -2.7% |
| 30D | -13.8% | -3.0% | -10.8% | -13.6% |
| 3M | -11.7% | +4.8% | -16.4% | -13.9% |
| 6M | -18.7% | -35.0% | +16.3% | -12.6% |
| YTD | +0.2% | -30.2% | +30.4% | +5.4% |
| 1Y | -3.1% | -44.8% | +41.7% | +8.0% |
| 3Y | +17.0% | -66.6% | +83.5% | +43.5% |
| 5Y | +2.0% | -81.5% | +83.5% | +45.2% |
| 10Y | +135.4% | -44.8% | +180.2% | +133.6% |
| All | +663.1% | +316.5% | +346.6% | +249.6% |
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