-9.0%
CHYM vs ALHC
-12.3%
+3.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | +30.2% | -1.0% | +31.3% | +30.2% |
| 3M | +85.9% | -10.2% | +96.1% | +85.9% |
| 6M | +49.9% | -28.3% | +78.2% | +52.8% |
| YTD | +34.1% | -31.4% | +65.6% | +37.2% |
| 1Y | +37.0% | -16.9% | +53.9% | +34.9% |
| All | -9.0% | -12.3% | +3.3% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling