-9.0%
CHYM vs AR
+0.7%
-9.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +1.7% | +2.5% | -0.8% | +1.6% |
| 30D | +30.2% | +14.8% | +15.4% | +29.9% |
| 3M | +85.9% | +6.2% | +79.7% | +85.7% |
| 6M | +49.9% | +4.3% | +45.6% | +47.6% |
| YTD | +34.1% | +14.4% | +19.8% | +30.8% |
| 1Y | +37.0% | +21.3% | +15.7% | +31.5% |
| All | -9.0% | +0.7% | -9.7% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling