-11.1%
CHYM vs BTDR
-11.0%
-0.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.5% |
| 7D | -2.3% | -3.4% | +1.1% | -1.8% |
| 30D | +4.4% | +32.6% | -28.2% | -0.4% |
| 3M | +91.3% | -32.2% | +123.5% | +101.4% |
| 6M | +44.0% | +52.4% | -8.4% | +29.3% |
| YTD | +31.1% | +6.7% | +24.4% | +23.3% |
| 1Y | +37.8% | -15.2% | +53.1% | +25.6% |
| All | -11.1% | -11.0% | -0.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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