-11.1%
CHYM vs BAH
-21.7%
+10.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.3% | +4.3% | -6.5% | -3.9% |
| 30D | +4.4% | -2.5% | +6.9% | +5.3% |
| 3M | +91.3% | -0.9% | +92.2% | +91.5% |
| 6M | +44.0% | +1.5% | +42.5% | +41.3% |
| YTD | +31.1% | -8.0% | +39.1% | +33.0% |
| 1Y | +37.8% | -24.7% | +62.6% | +45.7% |
| All | -11.1% | -21.7% | +10.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling