+90.6%
ARM vs CHYM
-19.7%
+110.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | -0.7% |
| 7D | +12.5% | +3.4% | +9.1% | +11.4% |
| 30D | -1.4% | +12.0% | -13.3% | -4.5% |
| 3M | -18.7% | +102.4% | -121.1% | -34.0% |
| 6M | +124.6% | +52.7% | +72.0% | +94.2% |
| YTD | +141.7% | +37.3% | +104.5% | +111.6% |
| 1Y | +87.7% | +42.2% | +45.5% | +62.6% |
| All | +90.6% | -19.7% | +110.3% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling