+83.4%
ARM vs CHYM
-24.0%
+107.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.6% | -2.4% |
| 7D | +4.8% | -2.9% | +7.7% | +5.5% |
| 30D | -5.5% | +3.0% | -8.4% | -6.4% |
| 3M | -17.3% | +98.7% | -116.0% | -32.6% |
| 6M | +110.9% | +46.4% | +64.4% | +84.5% |
| YTD | +132.5% | +29.8% | +102.7% | +106.5% |
| 1Y | +64.9% | +40.5% | +24.4% | +44.4% |
| All | +83.4% | -24.0% | +107.4% | +65.7% |
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