-11.0%
CHYM vs EXPD
+73.1%
-84.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +9.4% | +3.6% | +5.8% | +8.6% |
| 30D | +10.5% | +0.3% | +10.2% | +10.1% |
| 3M | +4.5% | +6.1% | -1.5% | +3.0% |
| 6M | +82.5% | +27.4% | +55.1% | +71.4% |
| YTD | +31.2% | +32.0% | -0.8% | +20.9% |
| 1Y | +63.5% | +40.5% | +23.0% | +47.2% |
| All | -11.0% | +73.1% | -84.0% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling