+640.6%
HWM vs CHTR
-82.1%
+722.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.8% |
| 7D | -12.5% | -7.1% | -5.4% | -11.5% |
| 30D | -19.0% | -10.9% | -8.1% | -17.8% |
| 3M | -8.6% | +2.0% | -10.6% | -9.6% |
| 6M | -10.2% | -35.9% | +25.8% | -5.0% |
| YTD | +11.3% | -32.7% | +44.0% | +16.1% |
| 1Y | +24.3% | -46.6% | +70.8% | +35.7% |
| 3Y | +382.3% | -66.7% | +449.0% | +475.2% |
| 5Y | +640.6% | -82.1% | +722.8% | +950.2% |
| All | +640.6% | -82.1% | +722.7% | +950.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling