-11.1%
CHYM vs ETHA
-7.6%
-3.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.1% |
| 7D | -2.3% | +3.5% | -5.7% | -3.3% |
| 30D | +4.4% | +35.3% | -30.9% | -5.1% |
| 3M | +91.3% | +50.9% | +40.4% | +67.5% |
| 6M | +44.0% | +22.1% | +21.9% | +33.9% |
| YTD | +31.1% | -14.6% | +45.7% | +32.4% |
| 1Y | +37.8% | -42.8% | +80.6% | +52.1% |
| All | -11.1% | -7.6% | -3.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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