-6.7%
BX vs CHYM
-24.0%
+17.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -1.9% |
| 7D | -8.9% | -2.9% | -6.0% | -8.5% |
| 30D | -14.8% | +3.0% | -17.7% | -15.3% |
| 3M | +6.9% | +98.7% | -91.8% | -7.2% |
| 6M | +16.3% | +46.4% | -30.2% | +6.6% |
| YTD | -16.1% | +29.8% | -45.9% | -22.0% |
| 1Y | -26.8% | +40.5% | -67.2% | -33.2% |
| All | -6.7% | -24.0% | +17.3% | -12.8% |
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