-9.0%
CHYM vs ACWI
+31.3%
-40.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | +0.5% | +1.2% | +0.8% |
| 30D | +30.2% | +0.9% | +29.4% | +27.8% |
| 3M | +85.9% | +2.4% | +83.5% | +77.2% |
| 6M | +49.9% | +12.4% | +37.5% | +18.1% |
| YTD | +34.1% | +15.2% | +19.0% | -1.4% |
| 1Y | +37.0% | +22.7% | +14.3% | -14.1% |
| All | -9.0% | +31.3% | -40.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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