-12.0%
CHYM vs ESTC
+0.9%
-12.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.9% | -4.2% |
| 7D | -2.9% | -13.2% | +10.2% | +2.0% |
| 30D | +3.0% | +9.3% | -6.4% | -2.3% |
| 3M | +98.7% | +37.3% | +61.4% | +69.4% |
| 6M | +46.4% | +61.0% | -14.6% | +15.1% |
| YTD | +29.8% | +10.7% | +19.1% | +17.2% |
| 1Y | +40.5% | -7.2% | +47.6% | +32.4% |
| All | -12.0% | +0.9% | -12.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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