-11.1%
CHYM vs AZO
-21.4%
+10.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.3% | -3.6% | +1.3% | -2.0% |
| 30D | +4.4% | -5.6% | +10.0% | +4.8% |
| 3M | +91.3% | -6.6% | +98.0% | +91.7% |
| 6M | +44.0% | -22.5% | +66.5% | +43.4% |
| YTD | +31.1% | -15.2% | +46.3% | +33.3% |
| 1Y | +37.8% | -33.9% | +71.8% | +38.8% |
| All | -11.1% | -21.4% | +10.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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