-6.9%
CHYM vs ARWR
+394.5%
-401.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.9% | +9.8% | +7.1% |
| 7D | +3.4% | -3.2% | +6.6% | +3.7% |
| 30D | +12.0% | -6.5% | +18.4% | +12.5% |
| 3M | +102.4% | +12.7% | +89.7% | +99.5% |
| 6M | +52.7% | +36.2% | +16.5% | +48.7% |
| YTD | +37.3% | +24.5% | +12.8% | +34.0% |
| 1Y | +42.2% | +198.0% | -155.8% | +40.4% |
| All | -6.9% | +394.5% | -401.4% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling