+223.3%
HOOD vs CHTR
-79.9%
+303.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -2.0% |
| 7D | -7.8% | -4.1% | -3.7% | -6.6% |
| 30D | +18.6% | -3.0% | +21.6% | +18.9% |
| 3M | +22.1% | +4.8% | +17.3% | +17.3% |
| 6M | +43.1% | -35.0% | +78.1% | +60.4% |
| YTD | -0.5% | -30.2% | +29.7% | +7.2% |
| 1Y | -4.4% | -44.8% | +40.4% | +14.3% |
| 3Y | +938.5% | -66.6% | +1,005.0% | +1,413.4% |
| 5Y | +173.4% | -81.5% | +254.9% | +541.3% |
| All | +223.3% | -79.9% | +303.1% | +621.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling