+37.8%
CHYM vs ED
+13.4%
+24.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -3.0% |
| 30D | +4.4% | -0.4% | +4.8% | +4.1% |
| 3M | +91.3% | +0.5% | +90.8% | +93.8% |
| 6M | +44.0% | -3.1% | +47.1% | +40.6% |
| YTD | +31.1% | +9.8% | +21.3% | +46.6% |
| 1Y | +37.8% | +12.6% | +25.3% | +57.8% |
| All | +37.8% | +13.4% | +24.4% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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