-44.8%
CHTR vs XHB
-14.9%
-29.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 7D | -4.1% | -4.6% | +0.5% | -2.1% |
| 30D | -3.0% | -9.1% | +6.2% | +1.1% |
| 3M | +4.8% | -8.6% | +13.3% | +8.3% |
| 6M | -35.0% | -4.0% | -31.0% | -33.8% |
| YTD | -30.2% | -3.9% | -26.2% | -29.1% |
| 1Y | -44.8% | -16.5% | -28.3% | -41.7% |
| All | -44.8% | -14.9% | -29.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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