+67.8%
CHYM vs ETR
+18.4%
+49.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.7% | +3.2% | +6.8% |
| 7D | +3.7% | +3.7% | 0.0% | +5.0% |
| 30D | +5.6% | +11.0% | -5.4% | +9.8% |
| 3M | +19.7% | +3.4% | +16.3% | +21.0% |
| 6M | +35.3% | -3.3% | +38.6% | +34.9% |
| YTD | +18.7% | +23.3% | -4.6% | +14.6% |
| 1Y | +67.8% | +19.2% | +48.6% | +71.1% |
| All | +67.8% | +18.4% | +49.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling