-11.1%
CHYM vs BHP
+83.0%
-94.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.3% | -3.6% | +1.4% | -1.1% |
| 30D | +4.4% | -1.2% | +5.6% | +4.8% |
| 3M | +91.3% | +1.2% | +90.1% | +90.0% |
| 6M | +44.0% | +21.4% | +22.6% | +34.1% |
| YTD | +31.1% | +50.4% | -19.3% | +12.1% |
| 1Y | +37.8% | +67.5% | -29.7% | +14.0% |
| All | -11.1% | +83.0% | -94.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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