+55.2%
HYG vs CHTR
-44.7%
+99.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.3% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -0.7% | -3.0% | +2.2% | -0.6% |
| 3M | -0.2% | +4.8% | -5.0% | -0.9% |
| 6M | +1.4% | -35.0% | +36.5% | +4.3% |
| YTD | +1.5% | -30.2% | +31.6% | +3.4% |
| 1Y | +2.9% | -44.8% | +47.7% | +7.2% |
| 3Y | +25.6% | -66.6% | +92.2% | +35.9% |
| 5Y | +18.6% | -81.5% | +100.0% | +36.0% |
| All | +55.2% | -44.7% | +99.9% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling