-11.1%
CHYM vs BN
-2.1%
-9.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | -2.3% | -5.2% | +2.9% | +2.2% |
| 30D | +4.4% | -14.5% | +18.9% | +19.0% |
| 3M | +91.3% | -15.0% | +106.3% | +118.4% |
| 6M | +44.0% | -5.4% | +49.4% | +48.8% |
| YTD | +31.1% | -16.4% | +47.5% | +50.6% |
| 1Y | +37.8% | -16.2% | +54.1% | +59.3% |
| All | -11.1% | -2.1% | -9.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling