-11.9%
BA vs CHYM
+69.1%
-81.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -1.1% | +7.1% | -8.2% | -1.8% |
| 30D | -7.1% | +15.7% | -22.8% | -8.5% |
| 3M | -25.5% | +4.3% | -29.8% | -26.0% |
| 6M | -28.7% | +92.9% | -121.6% | -34.3% |
| YTD | -21.0% | +33.3% | -54.3% | -25.7% |
| 1Y | -11.9% | +74.8% | -86.7% | -15.3% |
| All | -11.9% | +69.1% | -81.0% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling