+44.1%
ARM vs CHYM
-23.2%
+67.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +19.8% | +9.4% | +10.4% | +17.6% |
| 30D | -21.8% | +10.5% | -32.2% | -23.5% |
| 3M | -26.5% | +4.5% | -31.0% | -27.8% |
| 6M | -3.9% | +82.5% | -86.4% | -19.9% |
| YTD | +82.8% | +31.2% | +51.5% | +61.3% |
| 1Y | +34.3% | +63.5% | -29.2% | +14.7% |
| All | +44.1% | -23.2% | +67.3% | +29.4% |
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