-8.5%
BX vs CHYM
+71.1%
-79.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.9% | +0.3% | +4.9% |
| 7D | +8.3% | +3.7% | +4.6% | +7.4% |
| 30D | +13.5% | +5.6% | +8.0% | +12.2% |
| 3M | -7.6% | +19.7% | -27.3% | -11.9% |
| 6M | +4.0% | +35.3% | -31.2% | -4.2% |
| YTD | -15.2% | +18.7% | -33.8% | -20.6% |
| 1Y | -8.5% | +67.8% | -76.3% | -18.3% |
| All | -8.5% | +71.1% | -79.5% | -18.3% |
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