-53.9%
CHTR vs USHY
+49.7%
-103.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -0.7% | -3.4% | -3.1% |
| 30D | -3.0% | -0.7% | -2.3% | -1.9% |
| 3M | +4.8% | +0.1% | +4.7% | +4.7% |
| 6M | -35.0% | +1.8% | -36.8% | -36.8% |
| YTD | -30.2% | +1.8% | -31.9% | -32.1% |
| 1Y | -44.8% | +3.3% | -48.1% | -47.5% |
| 3Y | -66.6% | +27.0% | -93.5% | -76.6% |
| 5Y | -81.5% | +21.0% | -102.5% | -86.0% |
| All | -53.9% | +49.7% | -103.6% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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