+4.8%
BIL vs CHYM
-19.7%
+24.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | 0.0% |
| 7D | +0.1% | +3.4% | -3.3% | +0.1% |
| 30D | +0.3% | +12.0% | -11.7% | +0.3% |
| 3M | +0.9% | +102.4% | -101.5% | +0.9% |
| 6M | +1.8% | +52.7% | -50.9% | +1.8% |
| YTD | +2.5% | +37.3% | -34.8% | +2.5% |
| 1Y | +3.7% | +42.2% | -38.5% | +3.7% |
| All | +4.8% | -19.7% | +24.4% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling