-12.0%
CHYM vs ALL
+31.5%
-43.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -2.9% | -4.3% | +1.4% | -1.7% |
| 30D | +3.0% | -3.6% | +6.5% | +4.0% |
| 3M | +98.7% | +13.2% | +85.5% | +96.4% |
| 6M | +46.4% | +22.5% | +23.9% | +42.5% |
| YTD | +29.8% | +22.7% | +7.1% | +25.9% |
| 1Y | +40.5% | +28.3% | +12.1% | +33.4% |
| All | -12.0% | +31.5% | -43.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling