-12.0%
CHYM vs ALM
+213.4%
-225.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.6% | +4.2% | -4.0% |
| 7D | -2.9% | -7.1% | +4.2% | -2.0% |
| 30D | +3.0% | +24.7% | -21.7% | -1.2% |
| 3M | +98.7% | +8.3% | +90.4% | +92.2% |
| 6M | +46.4% | -22.2% | +68.6% | +48.2% |
| YTD | +29.8% | +88.1% | -58.3% | +13.5% |
| 1Y | +40.5% | +272.4% | -231.9% | +9.5% |
| All | -12.0% | +213.4% | -225.3% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling