-44.8%
CHTR vs PHM
-12.7%
-32.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 7D | -4.1% | -5.0% | +0.9% | -1.8% |
| 30D | -3.0% | -8.4% | +5.5% | +1.2% |
| 3M | +4.8% | -4.4% | +9.2% | +7.0% |
| 6M | -35.0% | -3.7% | -31.3% | -33.3% |
| YTD | -30.2% | +1.3% | -31.5% | -30.4% |
| 1Y | -44.8% | -14.0% | -30.7% | -40.7% |
| All | -44.8% | -12.7% | -32.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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