+37.0%
CHYM vs ARMK
+47.4%
-10.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +1.7% | -2.4% | +4.1% | +3.0% |
| 30D | +30.2% | 0.0% | +30.2% | +29.6% |
| 3M | +85.9% | +6.7% | +79.2% | +77.3% |
| 6M | +49.9% | +38.8% | +11.1% | +18.9% |
| YTD | +34.1% | +55.2% | -21.1% | -3.7% |
| 1Y | +37.0% | +46.6% | -9.6% | +5.8% |
| All | +37.0% | +47.4% | -10.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling