+52.7%
CHYM vs ESI
+18.3%
+34.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +7.1% |
| 7D | +3.4% | +3.9% | -0.5% | +2.7% |
| 30D | +12.0% | -3.8% | +15.8% | +12.5% |
| 3M | +102.4% | -13.1% | +115.5% | +101.8% |
| 6M | +52.7% | +11.3% | +41.3% | +40.5% |
| All | +52.7% | +18.3% | +34.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 6mo: compounded portfolio wealth divided by compounded ESI 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…
6mo analysis · Full analysis span regression · 6 months rolling