-11.1%
CHYM vs FIVE
+96.8%
-107.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -2.3% | -3.0% | +0.8% | -1.1% |
| 30D | +4.4% | +2.7% | +1.7% | +2.8% |
| 3M | +91.3% | +21.1% | +70.2% | +74.4% |
| 6M | +44.0% | +11.9% | +32.1% | +35.1% |
| YTD | +31.1% | +29.9% | +1.3% | +14.7% |
| 1Y | +37.8% | +67.8% | -30.0% | +8.4% |
| All | -11.1% | +96.8% | -107.9% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling