-11.1%
CHYM vs BIYA
-99.4%
+88.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.0% |
| 7D | -2.3% | -1.8% | -0.5% | -2.3% |
| 30D | +4.4% | -17.5% | +21.9% | +4.4% |
| 3M | +91.3% | -78.0% | +169.3% | +90.3% |
| 6M | +44.0% | -89.5% | +133.5% | +46.6% |
| YTD | +31.1% | -94.3% | +125.4% | +34.7% |
| 1Y | +37.8% | -98.6% | +136.4% | +58.9% |
| All | -11.1% | -99.4% | +88.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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