-11.1%
CHYM vs BROS
-38.3%
+27.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.7% |
| 7D | -2.3% | -5.8% | +3.5% | -0.7% |
| 30D | +4.4% | -14.0% | +18.4% | +8.6% |
| 3M | +91.3% | -32.5% | +123.8% | +108.0% |
| 6M | +44.0% | -14.9% | +58.9% | +42.0% |
| YTD | +31.1% | -28.3% | +59.4% | +35.6% |
| 1Y | +37.8% | -34.0% | +71.8% | +44.7% |
| All | -11.1% | -38.3% | +27.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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