-12.0%
CHYM vs ALHC
-17.4%
+5.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.4% | -5.4% |
| 7D | -2.9% | -5.8% | +2.9% | -2.9% |
| 30D | +3.0% | -3.3% | +6.3% | +3.0% |
| 3M | +98.7% | -37.9% | +136.7% | +103.0% |
| 6M | +46.4% | -29.5% | +75.9% | +48.1% |
| YTD | +29.8% | -35.4% | +65.2% | +32.8% |
| 1Y | +40.5% | -22.4% | +62.9% | +38.5% |
| All | -12.0% | -17.4% | +5.4% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling