+1,497.0%
HWM vs CHTR
-44.6%
+1,541.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -2.0% |
| 7D | +7.3% | +17.2% | -9.9% | +3.3% |
| 30D | +1.6% | +31.6% | -30.0% | -5.3% |
| 3M | -21.9% | -11.6% | -10.3% | -20.4% |
| 6M | -19.0% | -3.3% | -15.8% | -20.2% |
| YTD | +7.9% | -33.7% | +41.6% | +14.5% |
| 1Y | +9.9% | -32.4% | +42.4% | +15.7% |
| 3Y | +342.1% | -65.9% | +408.1% | +451.9% |
| 5Y | +600.8% | -79.9% | +680.7% | +949.2% |
| 10Y | +1,493.8% | -49.2% | +1,543.0% | +1,637.0% |
| All | +1,497.0% | -44.6% | +1,541.7% | +1,679.5% |
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 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