+19.3%
ARM vs CHYM
+71.1%
-51.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.9% | -11.2% | -6.7% |
| 7D | -18.7% | +3.7% | -22.4% | -19.5% |
| 30D | -36.7% | +5.6% | -42.3% | -37.7% |
| 3M | -31.6% | +19.7% | -51.4% | -36.8% |
| 6M | -5.6% | +35.3% | -40.9% | -18.2% |
| YTD | +75.5% | +18.7% | +56.8% | +54.3% |
| 1Y | +19.3% | +67.8% | -48.5% | +0.2% |
| All | +19.3% | +71.1% | -51.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling