-6.9%
CHYM vs AA
+83.1%
-90.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.0% | +8.9% | +7.3% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | +12.0% | -1.6% | +13.5% | +12.1% |
| 3M | +102.4% | -29.8% | +132.2% | +119.9% |
| 6M | +52.7% | -16.6% | +69.3% | +54.4% |
| YTD | +37.3% | -4.0% | +41.3% | +28.5% |
| 1Y | +42.2% | +63.5% | -21.3% | +8.4% |
| All | -6.9% | +83.1% | -90.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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