-12.0%
CHYM vs ARWR
+395.3%
-407.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | -2.9% | -4.3% | +1.4% | -2.6% |
| 30D | +3.0% | -7.3% | +10.2% | +3.5% |
| 3M | +98.7% | +17.0% | +81.7% | +95.1% |
| 6M | +46.4% | +39.8% | +6.6% | +42.5% |
| YTD | +29.8% | +24.7% | +5.1% | +26.7% |
| 1Y | +40.5% | +186.5% | -146.0% | +38.1% |
| All | -12.0% | +395.3% | -407.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling