-12.0%
CHYM vs AS
-26.9%
+15.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.9% |
| 7D | -2.9% | -3.9% | +0.9% | -1.5% |
| 30D | +3.0% | -19.0% | +22.0% | +12.0% |
| 3M | +98.7% | -18.8% | +117.5% | +113.8% |
| 6M | +46.4% | -21.0% | +67.4% | +58.6% |
| YTD | +29.8% | -26.6% | +56.4% | +45.2% |
| 1Y | +40.5% | -25.3% | +65.8% | +53.3% |
| All | -12.0% | -26.9% | +15.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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