-12.9%
CHYM vs COMP
+65.6%
-78.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.0% |
| 7D | +2.1% | +4.1% | -2.0% | +0.5% |
| 30D | +11.0% | -14.5% | +25.6% | +17.6% |
| 3M | +83.9% | +41.8% | +42.1% | +60.0% |
| 6M | +45.3% | +23.6% | +21.8% | +31.4% |
| YTD | +28.4% | +1.7% | +26.7% | +25.9% |
| 1Y | +32.2% | +12.6% | +19.6% | +22.9% |
| All | -12.9% | +65.6% | -78.6% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling