+282.5%
CHTR vs XHB
+652.2%
-369.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.6% | -7.4% |
| 7D | -15.8% | -1.9% | -13.9% | -15.0% |
| 30D | -12.7% | -8.3% | -4.3% | -8.9% |
| 3M | -1.1% | -7.1% | +6.1% | +1.9% |
| 6M | -39.9% | -5.3% | -34.7% | -38.8% |
| YTD | -35.9% | -3.2% | -32.7% | -35.5% |
| 1Y | -49.2% | -13.9% | -35.3% | -46.0% |
| 3Y | -68.3% | +24.9% | -93.2% | -72.5% |
| 5Y | -83.0% | +34.5% | -117.5% | -86.0% |
| 10Y | -49.3% | +215.5% | -264.8% | -73.3% |
| All | +282.5% | +652.2% | -369.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling