-11.0%
CHYM vs FIVE
+98.9%
-109.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.4% |
| 7D | +9.4% | +2.4% | +7.0% | +8.4% |
| 30D | +10.5% | +15.8% | -5.4% | +4.0% |
| 3M | +4.5% | +3.8% | +0.7% | +2.2% |
| 6M | +82.5% | +18.5% | +63.9% | +65.2% |
| YTD | +31.2% | +31.2% | 0.0% | +14.0% |
| 1Y | +63.5% | +61.8% | +1.7% | +29.0% |
| All | -11.0% | +98.9% | -109.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling