-11.1%
CHYM vs A
+24.7%
-35.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | 0.0% |
| 7D | -2.3% | -2.6% | +0.4% | -1.3% |
| 30D | +4.4% | -0.9% | +5.3% | +4.8% |
| 3M | +91.3% | +13.6% | +77.7% | +82.2% |
| 6M | +44.0% | +27.8% | +16.1% | +30.7% |
| YTD | +31.1% | +8.6% | +22.5% | +25.2% |
| 1Y | +37.8% | +16.9% | +21.0% | +28.4% |
| All | -11.1% | +24.7% | -35.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling