-45.9%
CHTR vs DHI
+414.5%
-460.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | -4.1% | -3.4% | -0.7% | -3.1% |
| 30D | -3.0% | -5.4% | +2.5% | -1.3% |
| 3M | +4.8% | -10.4% | +15.2% | +7.9% |
| 6M | -35.0% | -2.8% | -32.3% | -34.7% |
| YTD | -30.2% | -3.4% | -26.8% | -29.8% |
| 1Y | -44.8% | -22.9% | -21.9% | -41.0% |
| 3Y | -66.6% | +20.7% | -87.2% | -69.9% |
| 5Y | -81.5% | +62.1% | -143.6% | -85.3% |
| All | -45.9% | +414.5% | -460.4% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling