+120.1%
ASML vs CHYM
-21.5%
+141.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | +2.2% | +30.2% | -28.1% | -1.1% |
| 3M | -2.3% | +85.9% | -88.2% | -9.9% |
| 6M | +23.0% | +49.9% | -26.9% | +15.3% |
| YTD | +61.1% | +34.1% | +26.9% | +52.3% |
| 1Y | +129.1% | +37.0% | +92.1% | +115.0% |
| All | +120.1% | -21.5% | +141.6% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling