+390.3%
HWM vs CHTR
-68.4%
+458.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.1% | +8.6% | +1.2% |
| 7D | -8.0% | -15.8% | +7.7% | -6.6% |
| 30D | -18.0% | -12.7% | -5.4% | -17.1% |
| 3M | -9.5% | -1.1% | -8.4% | -9.9% |
| 6M | -8.4% | -39.9% | +31.5% | -4.2% |
| YTD | +13.6% | -35.9% | +49.5% | +17.5% |
| 1Y | +30.2% | -49.2% | +79.4% | +39.5% |
| All | +390.3% | -68.4% | +458.7% | +471.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling