-6.9%
CHYM vs A
+22.9%
-29.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.4% | +7.5% |
| 7D | +3.4% | -4.4% | +7.8% | +5.1% |
| 30D | +12.0% | -2.7% | +14.7% | +13.1% |
| 3M | +102.4% | +7.0% | +95.4% | +96.9% |
| 6M | +52.7% | +24.6% | +28.1% | +39.8% |
| YTD | +37.3% | +7.0% | +30.2% | +31.8% |
| 1Y | +42.2% | +15.6% | +26.6% | +32.9% |
| All | -6.9% | +22.9% | -29.8% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling