+3.3%
BA vs CHYM
-23.3%
+26.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.7% |
| 7D | -0.8% | -2.3% | +1.4% | -0.7% |
| 30D | -9.0% | +4.4% | -13.4% | -9.3% |
| 3M | -5.0% | +91.3% | -96.3% | -11.1% |
| 6M | -1.7% | +44.0% | -45.7% | -6.5% |
| YTD | -3.1% | +31.1% | -34.2% | -7.3% |
| 1Y | -4.3% | +37.8% | -42.2% | -10.0% |
| All | +3.3% | -23.3% | +26.5% | -1.2% |
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 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