-11.1%
CHYM vs BAX
-23.1%
+12.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -2.3% | -7.9% | +5.6% | -0.7% |
| 30D | +4.4% | -11.7% | +16.1% | +6.9% |
| 3M | +91.3% | +16.2% | +75.1% | +85.6% |
| 6M | +44.0% | +32.0% | +12.0% | +36.3% |
| YTD | +31.1% | +24.7% | +6.4% | +25.2% |
| 1Y | +37.8% | -2.6% | +40.5% | +31.6% |
| All | -11.1% | -23.1% | +12.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling