+301.6%
CHTR vs HIG
+700.6%
-399.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -7.1% | -2.3% | -4.9% | -6.5% |
| 30D | -10.9% | -1.2% | -9.7% | -10.5% |
| 3M | +2.0% | +6.3% | -4.3% | +0.1% |
| 6M | -35.9% | +0.6% | -36.5% | -35.9% |
| YTD | -32.7% | +0.6% | -33.3% | -32.6% |
| 1Y | -46.6% | +6.1% | -52.7% | -47.4% |
| 3Y | -66.7% | +102.0% | -168.7% | -72.8% |
| 5Y | -82.1% | +119.2% | -201.3% | -85.8% |
| 10Y | -46.8% | +312.5% | -359.2% | -66.8% |
| All | +301.6% | +700.6% | -399.0% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling