+1,484.2%
HWM vs CHTR
-46.4%
+1,530.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.6% | -9.3% | -1.1% |
| 7D | -1.8% | +17.8% | -19.6% | -5.8% |
| 30D | -2.7% | +29.7% | -32.4% | -9.0% |
| 3M | -22.7% | -12.5% | -10.2% | -21.2% |
| 6M | -18.9% | -13.4% | -5.5% | -17.8% |
| YTD | +7.1% | -35.8% | +42.9% | +14.4% |
| 1Y | +4.7% | -36.3% | +41.0% | +11.9% |
| 3Y | +345.6% | -67.3% | +412.9% | +462.2% |
| 5Y | +588.3% | -80.9% | +669.2% | +946.2% |
| 10Y | +1,516.2% | -50.5% | +1,566.7% | +1,677.4% |
| All | +1,484.2% | -46.4% | +1,530.6% | +1,678.7% |
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