-6.9%
CHYM vs EXPE
+59.9%
-66.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.3% |
| 7D | +3.4% | -11.5% | +14.9% | +9.3% |
| 30D | +12.0% | -13.1% | +25.1% | +19.0% |
| 3M | +102.4% | +18.1% | +84.3% | +82.5% |
| 6M | +52.7% | +13.3% | +39.4% | +39.4% |
| YTD | +37.3% | -3.2% | +40.5% | +31.8% |
| 1Y | +42.2% | +26.1% | +16.0% | +19.2% |
| All | -6.9% | +59.9% | -66.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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