-12.9%
CHYM vs BAH
-25.6%
+12.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -3.9% |
| 7D | +2.1% | -4.3% | +6.4% | +3.8% |
| 30D | +11.0% | -4.5% | +15.5% | +13.0% |
| 3M | +83.9% | -7.6% | +91.5% | +89.6% |
| 6M | +45.3% | -10.6% | +56.0% | +51.4% |
| YTD | +28.4% | -12.6% | +40.9% | +32.9% |
| 1Y | +32.2% | -27.0% | +59.2% | +41.7% |
| All | -12.9% | -25.6% | +12.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling