+282.5%
CHTR vs PHM
+1,268.2%
-985.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -7.9% |
| 7D | -15.8% | -3.9% | -11.9% | -14.9% |
| 30D | -12.7% | -8.6% | -4.1% | -10.6% |
| 3M | -1.1% | -2.9% | +1.8% | -0.5% |
| 6M | -39.9% | -5.7% | -34.2% | -39.1% |
| YTD | -35.9% | +1.9% | -37.7% | -36.3% |
| 1Y | -49.2% | -12.3% | -36.8% | -47.7% |
| 3Y | -68.3% | +50.8% | -119.1% | -72.0% |
| 5Y | -83.0% | +157.3% | -240.2% | -87.0% |
| 10Y | -49.3% | +566.5% | -615.9% | -70.2% |
| All | +282.5% | +1,268.2% | -985.7% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling