-12.0%
CHYM vs BB
+82.1%
-94.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -4.6% |
| 7D | -2.9% | -2.1% | -0.8% | -2.3% |
| 30D | +3.0% | -16.0% | +19.0% | +8.3% |
| 3M | +98.7% | -14.5% | +113.2% | +103.5% |
| 6M | +46.4% | +118.6% | -72.1% | -8.7% |
| YTD | +29.8% | +98.9% | -69.1% | -14.6% |
| 1Y | +40.5% | +99.5% | -59.0% | -13.8% |
| All | -12.0% | +82.1% | -94.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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