+67.1%
APH vs CHYM
-22.0%
+89.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | +4.9% | +7.1% | -2.2% | +4.2% |
| 30D | -5.4% | +15.7% | -21.1% | -6.7% |
| 3M | -5.5% | +4.3% | -9.7% | -6.0% |
| 6M | +25.9% | +92.9% | -67.0% | +15.0% |
| YTD | +16.4% | +33.3% | -16.9% | +9.3% |
| 1Y | +16.5% | +74.8% | -58.3% | +7.1% |
| All | +67.1% | -22.0% | +89.0% | +58.7% |
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