-18.3%
BABA vs CHYM
-22.0%
+3.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -13.8% | +7.1% | -20.9% | -14.4% |
| 30D | -15.1% | +15.7% | -30.8% | -16.5% |
| 3M | -22.7% | +4.3% | -27.0% | -23.4% |
| 6M | -34.7% | +92.9% | -127.6% | -40.2% |
| YTD | -35.0% | +33.3% | -68.3% | -37.6% |
| 1Y | -40.4% | +74.8% | -115.2% | -44.7% |
| All | -18.3% | -22.0% | +3.6% | -20.6% |
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