-12.0%
CHYM vs BIDU
+3.9%
-15.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.9% | -5.0% |
| 7D | -2.9% | -5.2% | +2.3% | -1.5% |
| 30D | +3.0% | -14.5% | +17.5% | +6.9% |
| 3M | +98.7% | -22.9% | +121.6% | +111.5% |
| 6M | +46.4% | -27.8% | +74.3% | +56.3% |
| YTD | +29.8% | -30.7% | +60.5% | +39.7% |
| 1Y | +40.5% | -15.8% | +56.3% | +40.9% |
| All | -12.0% | +3.9% | -15.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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