-12.0%
CHYM vs AR
+0.1%
-12.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.4% |
| 7D | -2.9% | -1.3% | -1.6% | -2.9% |
| 30D | +3.0% | +3.5% | -0.6% | +2.9% |
| 3M | +98.7% | +9.9% | +88.8% | +98.3% |
| 6M | +46.4% | +4.5% | +41.9% | +44.0% |
| YTD | +29.8% | +13.7% | +16.1% | +26.6% |
| 1Y | +40.5% | +19.2% | +21.2% | +34.2% |
| All | -12.0% | +0.1% | -12.0% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling