-12.0%
CHYM vs EXPD
+67.4%
-79.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -6.0% | -5.6% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | +3.0% | +6.8% | -3.9% | +1.6% |
| 3M | +98.7% | +14.9% | +83.8% | +92.0% |
| 6M | +46.4% | +34.6% | +11.8% | +34.2% |
| YTD | +29.8% | +27.7% | +2.1% | +20.7% |
| 1Y | +40.5% | +57.7% | -17.2% | +22.2% |
| All | -12.0% | +67.4% | -79.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling