+3.4%
BA vs CHYM
-24.9%
+28.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.4% |
| 7D | +2.5% | +2.1% | +0.4% | +2.3% |
| 30D | -10.1% | +11.0% | -21.1% | -10.9% |
| 3M | -2.4% | +83.9% | -86.3% | -8.3% |
| 6M | -8.8% | +45.3% | -54.2% | -13.2% |
| YTD | -2.9% | +28.4% | -31.3% | -7.0% |
| 1Y | -8.8% | +32.2% | -41.0% | -13.9% |
| All | +3.4% | -24.9% | +28.3% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling