+243.8%
HPQ vs CHTR
-44.7%
+288.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.7% | +4.7% | +7.3% |
| 7D | +9.8% | -4.1% | +13.8% | +10.9% |
| 30D | +22.4% | -3.0% | +25.3% | +23.0% |
| 3M | +45.2% | +4.8% | +40.4% | +41.8% |
| 6M | +96.4% | -35.0% | +131.5% | +116.3% |
| YTD | +65.4% | -30.2% | +95.6% | +77.3% |
| 1Y | +31.6% | -44.8% | +76.3% | +51.8% |
| 3Y | +37.0% | -66.6% | +103.6% | +78.1% |
| 5Y | +53.0% | -81.5% | +134.5% | +141.2% |
| All | +243.8% | -44.7% | +288.6% | +261.8% |
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