-9.0%
CHYM vs ALLY
+22.4%
-31.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +1.7% | +3.7% | -2.0% | -1.4% |
| 30D | +30.2% | -2.3% | +32.5% | +32.5% |
| 3M | +85.9% | +3.8% | +82.1% | +79.1% |
| 6M | +49.9% | +9.7% | +40.2% | +37.5% |
| YTD | +34.1% | -1.4% | +35.5% | +35.2% |
| 1Y | +37.0% | +8.2% | +28.8% | +25.5% |
| All | -9.0% | +22.4% | -31.5% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling