-12.0%
CHYM vs BTSG
+163.2%
-175.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.6% | +1.2% | -4.4% |
| 7D | -2.9% | -5.8% | +2.9% | -2.0% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | +98.7% | -4.5% | +103.2% | +94.9% |
| 6M | +46.4% | +40.0% | +6.4% | +26.2% |
| YTD | +29.8% | +54.6% | -24.8% | +7.7% |
| 1Y | +40.5% | +106.1% | -65.7% | +7.9% |
| All | -12.0% | +163.2% | -175.2% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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