+37.0%
CHYM vs BWA
+59.1%
-22.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | +0.3% |
| 7D | +1.7% | +5.7% | -4.0% | +1.6% |
| 30D | +30.2% | +1.4% | +28.8% | +30.1% |
| 3M | +85.9% | -12.1% | +98.0% | +86.1% |
| 6M | +49.9% | +28.6% | +21.4% | +49.6% |
| YTD | +34.1% | +51.1% | -17.0% | +19.1% |
| 1Y | +37.0% | +55.9% | -18.9% | +18.1% |
| All | +37.0% | +59.1% | -22.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling