-11.1%
CHYM vs ALM
+193.0%
-204.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +2.0% |
| 7D | -2.3% | -11.8% | +9.6% | -0.6% |
| 30D | +4.4% | +7.8% | -3.4% | +2.5% |
| 3M | +91.3% | -9.3% | +100.6% | +90.8% |
| 6M | +44.0% | -30.5% | +74.5% | +48.2% |
| YTD | +31.1% | +75.8% | -44.7% | +15.7% |
| 1Y | +37.8% | +241.2% | -203.3% | +8.8% |
| All | -11.1% | +193.0% | -204.0% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling