-82.1%
CHTR vs PH
+243.6%
-325.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.5% |
| 7D | -7.1% | -3.1% | -4.0% | -6.2% |
| 30D | -10.9% | -11.8% | +0.9% | -7.2% |
| 3M | +2.0% | +6.9% | -4.9% | -1.1% |
| 6M | -35.9% | -1.3% | -34.6% | -36.4% |
| YTD | -32.7% | +7.0% | -39.6% | -35.4% |
| 1Y | -46.6% | +23.1% | -69.7% | -51.6% |
| 3Y | -66.7% | +135.4% | -202.1% | -77.7% |
| 5Y | -82.1% | +250.3% | -332.5% | -90.5% |
| All | -82.1% | +243.6% | -325.7% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling