-12.0%
CHYM vs BHP
+83.4%
-95.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.3% | -0.1% | -3.9% |
| 7D | -2.9% | -3.7% | +0.8% | -1.8% |
| 30D | +3.0% | -0.8% | +3.8% | +3.3% |
| 3M | +98.7% | +7.6% | +91.1% | +93.0% |
| 6M | +46.4% | +20.8% | +25.6% | +36.5% |
| YTD | +29.8% | +50.8% | -21.0% | +10.9% |
| 1Y | +40.5% | +70.9% | -30.5% | +15.6% |
| All | -12.0% | +83.4% | -95.3% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling