-12.9%
CHYM vs AS
-23.5%
+10.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.1% |
| 7D | +2.1% | -2.6% | +4.7% | +3.1% |
| 30D | +11.0% | -22.1% | +33.2% | +22.6% |
| 3M | +83.9% | -15.3% | +99.2% | +94.7% |
| 6M | +45.3% | -15.6% | +60.9% | +53.4% |
| YTD | +28.4% | -23.2% | +51.6% | +41.2% |
| 1Y | +32.2% | -21.7% | +53.9% | +41.8% |
| All | -12.9% | -23.5% | +10.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling