+316.4%
CHTR vs PH
+2,219.6%
-1,903.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -4.5% | -10.8% | +6.3% | -1.0% |
| 3M | +10.2% | +8.5% | +1.8% | +6.8% |
| 6M | -37.2% | +3.9% | -41.2% | -38.7% |
| YTD | -30.2% | +9.4% | -39.6% | -33.1% |
| 1Y | -44.8% | +26.8% | -71.6% | -49.7% |
| 3Y | -65.5% | +140.8% | -206.3% | -75.1% |
| 5Y | -81.8% | +253.8% | -335.6% | -88.6% |
| 10Y | -45.8% | +792.3% | -838.1% | -76.9% |
| All | +316.4% | +2,219.6% | -1,903.2% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling