-76.9%
CHTR vs ALHC
-29.3%
-47.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -0.3% | -1.0% | +0.6% | -0.2% |
| 30D | -4.5% | -6.3% | +1.9% | -4.1% |
| 3M | +10.2% | -12.3% | +22.6% | +10.2% |
| 6M | -37.2% | -27.0% | -10.2% | -36.7% |
| YTD | -30.2% | -31.8% | +1.7% | -29.3% |
| 1Y | -44.8% | -17.0% | -27.8% | -44.9% |
| 3Y | -65.5% | +159.8% | -225.3% | -69.6% |
| 5Y | -81.8% | -25.1% | -56.6% | -83.5% |
| All | -76.9% | -29.3% | -47.6% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling