-12.9%
CHYM vs ESTC
+6.8%
-19.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -3.0% |
| 7D | +2.1% | -4.3% | +6.4% | +3.4% |
| 30D | +11.0% | +17.7% | -6.7% | +2.6% |
| 3M | +83.9% | +42.3% | +41.6% | +55.2% |
| 6M | +45.3% | +64.6% | -19.2% | +13.8% |
| YTD | +28.4% | +17.2% | +11.2% | +13.6% |
| 1Y | +32.2% | -4.2% | +36.4% | +23.0% |
| All | -12.9% | +6.8% | -19.8% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling