+666.4%
HPE vs CHTR
-24.8%
+691.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +5.0% | -11.2% | -7.4% |
| 7D | +1.4% | -7.1% | +8.6% | +2.8% |
| 30D | +1.5% | -10.9% | +12.4% | +3.4% |
| 3M | +21.7% | +2.0% | +19.7% | +19.1% |
| 6M | +164.2% | -35.9% | +200.1% | +185.1% |
| YTD | +132.1% | -32.7% | +164.7% | +146.2% |
| 1Y | +130.6% | -46.6% | +177.2% | +160.9% |
| 3Y | +244.1% | -66.7% | +310.8% | +331.8% |
| 5Y | +340.8% | -82.1% | +423.0% | +558.9% |
| 10Y | +500.2% | -46.8% | +546.9% | +505.6% |
| All | +666.4% | -24.8% | +691.2% | +568.1% |
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