-9.0%
CHYM vs COMP
+71.3%
-80.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.1% |
| 30D | +30.2% | -13.3% | +43.6% | +37.0% |
| 3M | +85.9% | +41.1% | +44.8% | +62.0% |
| 6M | +49.9% | +17.2% | +32.7% | +38.3% |
| YTD | +34.1% | +5.2% | +28.9% | +29.8% |
| 1Y | +37.0% | +18.9% | +18.1% | +24.7% |
| All | -9.0% | +71.3% | -80.4% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling