-12.9%
CHYM vs ARMK
+46.1%
-59.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.9% |
| 7D | +2.1% | +1.7% | +0.4% | +1.3% |
| 30D | +11.0% | +3.1% | +7.9% | +9.1% |
| 3M | +83.9% | +9.2% | +74.7% | +75.2% |
| 6M | +45.3% | +43.7% | +1.7% | +19.8% |
| YTD | +28.4% | +57.4% | -29.0% | +1.5% |
| 1Y | +32.2% | +51.9% | -19.7% | +7.0% |
| All | -12.9% | +46.1% | -59.1% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling