-11.1%
CHYM vs BBY
+34.4%
-45.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | -2.3% | +0.6% | -2.8% | -2.4% |
| 30D | +4.4% | +9.4% | -5.0% | +2.2% |
| 3M | +91.3% | +19.3% | +72.0% | +81.2% |
| 6M | +44.0% | +47.9% | -3.9% | +27.3% |
| YTD | +31.1% | +39.6% | -8.5% | +16.8% |
| 1Y | +37.8% | +22.2% | +15.7% | +25.4% |
| All | -11.1% | +34.4% | -45.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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