-6.9%
CHYM vs ARES
-15.8%
+8.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.1% | +10.0% | +8.6% |
| 7D | +3.4% | -2.7% | +6.1% | +4.8% |
| 30D | +12.0% | -2.4% | +14.4% | +13.2% |
| 3M | +102.4% | +3.9% | +98.5% | +97.0% |
| 6M | +52.7% | +26.4% | +26.3% | +31.1% |
| YTD | +37.3% | -14.9% | +52.2% | +52.9% |
| 1Y | +42.2% | -20.4% | +62.6% | +57.3% |
| All | -6.9% | -15.8% | +8.9% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling