-81.6%
CHTR vs JHX
-27.7%
-53.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | -4.1% | -6.3% | +2.2% | -3.0% |
| 30D | -3.0% | -7.7% | +4.8% | -1.7% |
| 3M | +4.8% | +19.2% | -14.4% | +1.5% |
| 6M | -35.0% | +38.3% | -73.3% | -38.9% |
| YTD | -30.2% | +37.2% | -67.4% | -34.5% |
| 1Y | -44.8% | +42.3% | -87.0% | -48.6% |
| 3Y | -66.6% | -4.4% | -62.2% | -68.7% |
| All | -81.6% | -27.7% | -53.9% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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