-81.6%
CHTR vs GH
+20.8%
-102.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | -4.1% | -2.5% | -1.6% | -3.9% |
| 30D | -3.0% | -4.7% | +1.7% | -2.6% |
| 3M | +4.8% | +20.2% | -15.5% | +2.1% |
| 6M | -35.0% | +78.8% | -113.8% | -39.7% |
| YTD | -30.2% | +54.1% | -84.3% | -34.3% |
| 1Y | -44.8% | +177.1% | -221.8% | -52.1% |
| 3Y | -66.6% | +371.6% | -438.2% | -74.3% |
| All | -81.6% | +20.8% | -102.4% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling