-56.7%
CHTR vs GH
+473.1%
-529.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.2% |
| 7D | -7.1% | -1.2% | -5.9% | -7.0% |
| 30D | -10.9% | -3.7% | -7.2% | -10.6% |
| 3M | +2.0% | +21.7% | -19.7% | -0.7% |
| 6M | -35.9% | +75.7% | -111.7% | -40.4% |
| YTD | -32.7% | +55.7% | -88.4% | -36.7% |
| 1Y | -46.6% | +181.1% | -227.7% | -53.5% |
| 3Y | -66.7% | +371.6% | -438.3% | -74.1% |
| 5Y | -82.1% | +23.2% | -105.3% | -84.7% |
| All | -56.7% | +473.1% | -529.8% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling