-12.0%
CHYM vs FIVE
+94.1%
-106.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.1% | -4.5% |
| 7D | -2.9% | +0.6% | -3.5% | -3.3% |
| 30D | +3.0% | +3.0% | 0.0% | +1.2% |
| 3M | +98.7% | +23.2% | +75.5% | +79.6% |
| 6M | +46.4% | +9.2% | +37.3% | +38.9% |
| YTD | +29.8% | +28.1% | +1.7% | +14.2% |
| 1Y | +40.5% | +65.3% | -24.8% | +11.1% |
| All | -12.0% | +94.1% | -106.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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