+67.8%
CHYM vs AWK
+20.7%
+47.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.2% | +3.7% | +6.4% |
| 7D | +3.7% | +7.0% | -3.3% | +5.4% |
| 30D | +5.6% | +17.0% | -11.5% | +10.0% |
| 3M | +19.7% | +12.4% | +7.3% | +23.6% |
| 6M | +35.3% | +19.6% | +15.7% | +44.9% |
| YTD | +18.7% | +17.0% | +1.6% | +27.5% |
| 1Y | +67.8% | +20.0% | +47.8% | +77.3% |
| All | +67.8% | +20.7% | +47.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling