-44.1%
CHTR vs DHI
+9.9%
-54.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +15.5% | +7.6% | +7.9% | +12.0% |
| 30D | +15.9% | +15.3% | +0.6% | +9.4% |
| 3M | -17.8% | +4.4% | -22.2% | -19.7% |
| 6M | -20.5% | +8.3% | -28.7% | -23.9% |
| YTD | -39.7% | +10.4% | -50.1% | -41.8% |
| 1Y | -44.1% | +9.8% | -53.9% | -46.7% |
| All | -44.1% | +9.9% | -54.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling