-14.3%
BA vs CHYM
-23.1%
+8.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -1.4% | +10.7% | -12.1% | -2.3% |
| 30D | -7.9% | +8.6% | -16.5% | -8.6% |
| 3M | -25.2% | +4.3% | -29.4% | -25.6% |
| 6M | -26.7% | +81.5% | -108.2% | -31.2% |
| YTD | -19.6% | +31.4% | -51.0% | -23.2% |
| 1Y | -10.6% | +62.2% | -72.8% | -16.0% |
| All | -14.3% | -23.1% | +8.7% | -18.2% |
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 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