-12.9%
CHYM vs CNH
+7.3%
-20.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -3.4% |
| 7D | +2.1% | +8.8% | -6.7% | +0.9% |
| 30D | +11.0% | +24.7% | -13.6% | +7.6% |
| 3M | +83.9% | +27.3% | +56.6% | +76.9% |
| 6M | +45.3% | +23.2% | +22.2% | +39.3% |
| YTD | +28.4% | +48.9% | -20.6% | +14.1% |
| 1Y | +32.2% | +19.4% | +12.8% | +25.2% |
| All | -12.9% | +7.3% | -20.2% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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