-11.1%
CHYM vs ALHC
-18.3%
+7.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | -2.3% | -6.9% | +4.6% | -2.2% |
| 30D | +4.4% | -6.7% | +11.2% | +4.5% |
| 3M | +91.3% | -37.7% | +129.0% | +95.3% |
| 6M | +44.0% | -30.0% | +74.0% | +45.5% |
| YTD | +31.1% | -36.2% | +67.3% | +34.2% |
| 1Y | +37.8% | -22.9% | +60.7% | +35.8% |
| All | -11.1% | -18.3% | +7.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling