-81.6%
CHTR vs XHB
+33.0%
-114.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.9% |
| 7D | -4.1% | -4.6% | +0.5% | -1.8% |
| 30D | -3.0% | -9.1% | +6.2% | +1.7% |
| 3M | +4.8% | -8.6% | +13.3% | +8.9% |
| 6M | -35.0% | -4.0% | -31.0% | -34.2% |
| YTD | -30.2% | -3.9% | -26.2% | -29.5% |
| 1Y | -44.8% | -16.5% | -28.3% | -40.3% |
| 3Y | -66.6% | +22.6% | -89.1% | -71.7% |
| All | -81.6% | +33.0% | -114.7% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling