-12.9%
CHYM vs EXPD
+64.5%
-77.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.0% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | +11.0% | +4.1% | +7.0% | +10.1% |
| 3M | +83.9% | +13.8% | +70.1% | +78.0% |
| 6M | +45.3% | +27.3% | +18.1% | +36.0% |
| YTD | +28.4% | +25.4% | +2.9% | +19.9% |
| 1Y | +32.2% | +54.4% | -22.2% | +15.5% |
| All | -12.9% | +64.5% | -77.4% | -24.7% |
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