-78.1%
CHTR vs ALHC
-61.4%
-16.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.4% |
| 7D | +17.2% | +0.3% | +16.9% | +17.2% |
| 30D | +31.6% | -10.6% | +42.2% | +32.5% |
| 3M | -11.6% | -45.3% | +33.7% | -8.4% |
| 6M | -3.3% | -59.7% | +56.5% | +1.4% |
| YTD | -33.7% | -62.7% | +29.0% | -30.4% |
| 1Y | -32.4% | -56.1% | +23.7% | -30.0% |
| 3Y | -65.9% | +21.3% | -87.2% | -68.4% |
| 5Y | -79.9% | -66.0% | -14.0% | -81.3% |
| All | -78.1% | -61.4% | -16.7% | -79.2% |
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