-12.9%
CHYM vs ALLE
+14.9%
-27.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | +2.1% | +2.8% | -0.7% | +1.0% |
| 30D | +11.0% | -7.6% | +18.7% | +14.4% |
| 3M | +83.9% | +22.8% | +61.1% | +69.0% |
| 6M | +45.3% | +4.6% | +40.7% | +41.6% |
| YTD | +28.4% | -1.2% | +29.6% | +25.9% |
| 1Y | +32.2% | -9.1% | +41.3% | +34.2% |
| All | -12.9% | +14.9% | -27.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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