-11.1%
CHYM vs AR
-1.8%
-9.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.0% |
| 7D | -2.3% | -2.5% | +0.2% | -2.2% |
| 30D | +4.4% | +2.5% | +1.9% | +4.4% |
| 3M | +91.3% | +12.3% | +79.0% | +90.8% |
| 6M | +44.0% | -3.1% | +47.1% | +42.8% |
| YTD | +31.1% | +11.5% | +19.6% | +27.9% |
| 1Y | +37.8% | +17.0% | +20.8% | +31.7% |
| All | -11.1% | -1.8% | -9.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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