+208.7%
ALAB vs CHYM
-23.3%
+231.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.0% |
| 7D | -6.2% | -2.3% | -3.9% | -5.3% |
| 30D | -8.7% | +4.4% | -13.1% | -10.2% |
| 3M | -20.7% | +91.3% | -112.1% | -40.2% |
| 6M | +133.5% | +44.0% | +89.5% | +95.0% |
| YTD | +75.1% | +31.1% | +43.9% | +49.9% |
| 1Y | +25.0% | +37.8% | -12.8% | +6.2% |
| All | +208.7% | -23.3% | +231.9% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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