-9.0%
CHYM vs AS
-21.3%
+12.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -1.1% |
| 7D | +1.7% | -4.9% | +6.6% | +3.7% |
| 30D | +30.2% | -19.6% | +49.8% | +41.6% |
| 3M | +85.9% | -14.4% | +100.3% | +96.1% |
| 6M | +49.9% | -20.1% | +70.0% | +61.9% |
| YTD | +34.1% | -20.9% | +55.1% | +45.8% |
| 1Y | +37.0% | -21.9% | +58.9% | +47.1% |
| All | -9.0% | -21.3% | +12.2% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling