-76.9%
CHTR vs ALHC
-33.8%
-43.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | -4.1% | -6.9% | +2.8% | -3.7% |
| 30D | -3.0% | -6.7% | +3.8% | -2.5% |
| 3M | +4.8% | -37.7% | +42.5% | +7.6% |
| 6M | -35.0% | -30.0% | -5.0% | -34.3% |
| YTD | -30.2% | -36.2% | +6.0% | -29.0% |
| 1Y | -44.8% | -22.9% | -21.9% | -44.6% |
| 3Y | -66.6% | +138.4% | -204.9% | -70.4% |
| 5Y | -81.5% | -32.8% | -48.7% | -83.2% |
| All | -76.9% | -33.8% | -43.1% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling