+37.0%
CHYM vs BBWI
-34.3%
+71.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | +1.7% | +1.5% | +0.2% | +1.4% |
| 30D | +30.2% | -5.2% | +35.4% | +31.2% |
| 3M | +85.9% | +11.1% | +74.8% | +80.2% |
| 6M | +49.9% | -13.4% | +63.3% | +53.1% |
| YTD | +34.1% | +0.1% | +34.0% | +32.4% |
| 1Y | +37.0% | -36.1% | +73.1% | +46.1% |
| All | +37.0% | -34.3% | +71.3% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling