-6.9%
CHYM vs ES
+11.9%
-18.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +7.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +12.0% | -1.0% | +13.0% | +12.1% |
| 3M | +102.4% | +1.5% | +100.9% | +100.7% |
| 6M | +52.7% | -3.5% | +56.2% | +52.9% |
| YTD | +37.3% | +7.0% | +30.3% | +32.0% |
| 1Y | +42.2% | +15.3% | +26.9% | +29.1% |
| All | -6.9% | +11.9% | -18.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling