-11.1%
CHYM vs ARMK
+48.6%
-59.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | -0.3% |
| 7D | -2.3% | +3.1% | -5.4% | -3.6% |
| 30D | +4.4% | -2.8% | +7.2% | +5.6% |
| 3M | +91.3% | +7.6% | +83.7% | +83.7% |
| 6M | +44.0% | +47.9% | -3.9% | +17.0% |
| YTD | +31.1% | +60.0% | -28.9% | +2.9% |
| 1Y | +37.8% | +52.2% | -14.4% | +10.8% |
| All | -11.1% | +48.6% | -59.7% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling