+1,559.5%
HWM vs CHTR
-41.7%
+1,601.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.2% |
| 7D | -11.4% | -4.1% | -7.3% | -10.6% |
| 30D | -18.5% | -3.0% | -15.5% | -18.3% |
| 3M | -13.2% | +4.8% | -17.9% | -15.4% |
| 6M | -8.7% | -35.0% | +26.4% | -1.0% |
| YTD | +12.2% | -30.2% | +42.3% | +18.3% |
| 1Y | +24.9% | -44.8% | +69.7% | +40.7% |
| 3Y | +383.9% | -66.6% | +450.5% | +514.5% |
| 5Y | +646.1% | -81.5% | +727.6% | +1,076.4% |
| All | +1,559.5% | -41.7% | +1,601.1% | +1,738.3% |
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