-12.0%
CHYM vs GH
+225.6%
-237.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.2% |
| 7D | -2.9% | -1.2% | -1.7% | -2.7% |
| 30D | +3.0% | -3.7% | +6.6% | +3.4% |
| 3M | +98.7% | +21.7% | +77.0% | +92.0% |
| 6M | +46.4% | +75.7% | -29.3% | +34.4% |
| YTD | +29.8% | +55.7% | -25.9% | +20.0% |
| 1Y | +40.5% | +181.1% | -140.7% | +33.2% |
| All | -12.0% | +225.6% | -237.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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