-11.1%
CHYM vs BBWI
-25.0%
+13.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | -0.1% |
| 7D | -2.3% | -4.8% | +2.6% | -1.5% |
| 30D | +4.4% | +3.5% | +0.9% | +3.3% |
| 3M | +91.3% | -0.3% | +91.6% | +89.9% |
| 6M | +44.0% | -5.4% | +49.4% | +43.2% |
| YTD | +31.1% | -4.7% | +35.8% | +30.7% |
| 1Y | +37.8% | -30.5% | +68.3% | +41.3% |
| All | -11.1% | -25.0% | +13.9% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling