-2.8%
BLK vs CHYM
+42.5%
-45.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -3.3% | -2.3% | -1.1% | -3.0% |
| 30D | -6.5% | +4.4% | -11.0% | -7.2% |
| 3M | +6.7% | +91.3% | -84.6% | -4.5% |
| 6M | +14.7% | +44.0% | -29.2% | +7.2% |
| YTD | +2.5% | +31.1% | -28.6% | -3.1% |
| 1Y | -2.8% | +37.8% | -40.6% | -10.1% |
| All | -2.8% | +42.5% | -45.3% | -10.1% |
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