+37.8%
CHYM vs COMP
+13.6%
+24.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.7% | -0.5% |
| 7D | -2.3% | -5.5% | +3.2% | 0.0% |
| 30D | +4.4% | -17.4% | +21.9% | +12.3% |
| 3M | +91.3% | +24.4% | +66.9% | +74.7% |
| 6M | +44.0% | +21.8% | +22.2% | +31.2% |
| YTD | +31.1% | -0.6% | +31.7% | +31.2% |
| 1Y | +37.8% | +11.5% | +26.4% | +23.5% |
| All | +37.8% | +13.6% | +24.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling