+44.0%
CHYM vs BTI
-4.1%
+48.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +4.4% | -1.1% | +5.5% | +4.4% |
| 3M | +91.3% | -8.8% | +100.1% | +90.6% |
| 6M | +44.0% | -4.0% | +47.9% | +40.8% |
| All | +44.0% | -4.1% | +48.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 6mo: compounded portfolio wealth divided by compounded BTI 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…
6mo analysis · Full analysis span regression · 6 months rolling