-9.6%
CHYM vs ALLY
+8.3%
-17.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | +7.1% | +0.4% | +6.7% | +6.7% |
| 30D | +15.7% | +5.2% | +10.5% | +10.5% |
| 3M | +4.3% | -13.3% | +17.6% | +17.9% |
| 6M | +92.9% | -6.7% | +99.6% | +103.7% |
| YTD | +33.3% | -12.8% | +46.1% | +49.4% |
| 1Y | +74.8% | +0.7% | +74.1% | +75.8% |
| All | -9.6% | +8.3% | -17.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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