-44.8%
CHTR vs PH
+25.3%
-70.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.7% |
| 7D | -4.1% | -1.3% | -2.8% | -4.1% |
| 30D | -3.0% | -11.0% | +8.0% | -3.2% |
| 3M | +4.8% | +5.5% | -0.8% | +4.3% |
| 6M | -35.0% | +1.5% | -36.5% | -34.6% |
| YTD | -30.2% | +8.8% | -38.9% | -31.0% |
| 1Y | -44.8% | +24.5% | -69.3% | -46.3% |
| All | -44.8% | +25.3% | -70.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling