-2.4%
HWM vs CHTR
-43.3%
+40.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.7% | -10.6% | -5.8% |
| 7D | -2.4% | +15.5% | -17.9% | -2.1% |
| 30D | -13.3% | +15.9% | -29.1% | -12.9% |
| 3M | -31.0% | -17.8% | -13.2% | -30.8% |
| 6M | -17.1% | -20.5% | +3.3% | -16.7% |
| YTD | -1.9% | -39.7% | +37.8% | -0.2% |
| 1Y | -2.4% | -44.1% | +41.7% | -1.1% |
| All | -2.4% | -43.3% | +40.9% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling