+1,773.8%
HWM vs CHTR
-39.2%
+1,813.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.1% | -1.1% | -1.0% | -2.1% |
| 30D | -11.0% | -0.8% | -10.2% | -11.3% |
| 3M | +4.0% | +17.8% | -13.7% | -1.6% |
| 6M | -0.2% | -34.5% | +34.3% | +8.1% |
| YTD | +26.7% | -27.2% | +53.8% | +32.3% |
| 1Y | +44.7% | -41.4% | +86.1% | +60.7% |
| 3Y | +426.1% | -64.0% | +490.1% | +553.5% |
| 5Y | +738.5% | -81.3% | +819.8% | +1,227.2% |
| All | +1,773.8% | -39.2% | +1,813.0% | +1,956.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling