+57.8%
CHYM vs AJG
+16.2%
+41.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +4.5% | +7.4% | -2.9% | +1.9% |
| 30D | +9.2% | +25.3% | -16.2% | +0.4% |
| 3M | +16.4% | +15.1% | +1.4% | +10.4% |
| 6M | +45.2% | +40.8% | +4.3% | +25.7% |
| YTD | +19.9% | +12.3% | +7.6% | +12.7% |
| 1Y | +57.8% | +17.5% | +40.3% | +45.7% |
| All | +57.8% | +16.2% | +41.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling