+130.8%
HYG vs CHTR
+316.5%
-185.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.4% |
| 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% | -1.0% |
| 6M | +1.4% | -35.0% | +36.5% | +4.5% |
| YTD | +1.5% | -30.2% | +31.6% | +3.6% |
| 1Y | +2.9% | -44.8% | +47.7% | +7.5% |
| 3Y | +25.6% | -66.6% | +92.2% | +36.3% |
| 5Y | +18.6% | -81.5% | +100.0% | +36.1% |
| 10Y | +55.7% | -44.8% | +100.6% | +55.1% |
| All | +130.8% | +316.5% | -185.6% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling