-6.9%
CHYM vs BN
-1.3%
-5.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.9% | +8.8% | +8.5% |
| 7D | +3.4% | -3.0% | +6.4% | +6.0% |
| 30D | +12.0% | -13.0% | +25.0% | +25.7% |
| 3M | +102.4% | -15.2% | +117.6% | +131.8% |
| 6M | +52.7% | -5.9% | +58.6% | +58.2% |
| YTD | +37.3% | -15.8% | +53.0% | +56.5% |
| 1Y | +42.2% | -12.2% | +54.4% | +59.8% |
| All | -6.9% | -1.3% | -5.6% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling