-66.6%
CHTR vs HIG
+101.1%
-167.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | -4.1% | -1.5% | -2.6% | -3.2% |
| 30D | -3.0% | -0.4% | -2.6% | -2.8% |
| 3M | +4.8% | +6.7% | -1.9% | +0.2% |
| 6M | -35.0% | +2.0% | -37.0% | -35.5% |
| YTD | -30.2% | +0.3% | -30.5% | -30.1% |
| 1Y | -44.8% | +4.2% | -49.0% | -45.9% |
| 3Y | -66.6% | +102.2% | -168.8% | -77.6% |
| All | -66.6% | +101.1% | -167.7% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling