-11.1%
CHYM vs ARES
-17.5%
+6.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -2.3% | -6.1% | +3.8% | +1.0% |
| 30D | +4.4% | -7.5% | +12.0% | +8.7% |
| 3M | +91.3% | +0.1% | +91.2% | +90.2% |
| 6M | +44.0% | +30.3% | +13.7% | +21.2% |
| YTD | +31.1% | -16.6% | +47.7% | +47.7% |
| 1Y | +37.8% | -26.1% | +63.9% | +56.7% |
| All | -11.1% | -17.5% | +6.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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