-12.0%
CHYM vs COMP
+56.1%
-68.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.1% | -0.3% | -3.5% |
| 7D | -2.9% | -8.4% | +5.5% | +0.5% |
| 30D | +3.0% | -20.2% | +23.1% | +12.0% |
| 3M | +98.7% | +28.1% | +70.7% | +80.0% |
| 6M | +46.4% | +14.9% | +31.6% | +36.2% |
| YTD | +29.8% | -4.2% | +34.0% | +30.2% |
| 1Y | +40.5% | +10.2% | +30.2% | +31.9% |
| All | -12.0% | +56.1% | -68.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling