-11.1%
CHYM vs ARWR
+395.8%
-406.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.3% | -4.0% | +1.8% | -2.0% |
| 30D | +4.4% | -5.0% | +9.5% | +4.8% |
| 3M | +91.3% | +11.3% | +80.0% | +88.8% |
| 6M | +44.0% | +42.6% | +1.4% | +40.0% |
| YTD | +31.1% | +24.8% | +6.3% | +27.9% |
| 1Y | +37.8% | +178.8% | -140.9% | +35.2% |
| All | -11.1% | +395.8% | -406.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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