+92.9%
CHYM vs ALLE
+47.6%
+45.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +7.1% | +3.6% | +3.5% | +6.3% |
| 30D | +15.7% | +25.9% | -10.2% | +10.0% |
| 3M | +4.3% | +15.8% | -11.5% | +1.3% |
| 6M | +92.9% | +48.1% | +44.8% | +68.9% |
| All | +92.9% | +47.6% | +45.3% | +68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling