-11.1%
CHYM vs AON
-13.3%
+2.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -2.3% | -6.3% | +4.1% | -1.0% |
| 30D | +4.4% | -14.1% | +18.5% | +7.6% |
| 3M | +91.3% | -9.5% | +100.8% | +93.4% |
| 6M | +44.0% | -4.0% | +48.0% | +42.9% |
| YTD | +31.1% | -13.8% | +44.9% | +32.7% |
| 1Y | +37.8% | -18.3% | +56.1% | +39.7% |
| All | -11.1% | -13.3% | +2.2% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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