-12.0%
CHYM vs ARMK
+44.0%
-56.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.2% | -5.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | +3.0% | -5.9% | +8.9% | +5.6% |
| 3M | +98.7% | +6.7% | +92.0% | +91.3% |
| 6M | +46.4% | +42.5% | +3.9% | +20.9% |
| YTD | +29.8% | +55.1% | -25.3% | +3.2% |
| 1Y | +40.5% | +50.3% | -9.9% | +14.4% |
| All | -12.0% | +44.0% | -56.0% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling