-12.0%
CHYM vs ALLY
+18.1%
-30.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.3% | -6.1% |
| 7D | -2.9% | -3.3% | +0.3% | -0.2% |
| 30D | +3.0% | -4.1% | +7.0% | +6.6% |
| 3M | +98.7% | +1.4% | +97.3% | +95.6% |
| 6M | +46.4% | +14.4% | +32.1% | +29.1% |
| YTD | +29.8% | -4.9% | +34.7% | +34.9% |
| 1Y | +40.5% | +5.5% | +34.9% | +32.6% |
| All | -12.0% | +18.1% | -30.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling