-12.0%
CHYM vs HBM
+184.7%
-196.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.5% | +2.1% | -4.0% |
| 7D | -2.9% | -3.7% | +0.8% | -2.3% |
| 30D | +3.0% | -3.7% | +6.6% | +3.5% |
| 3M | +98.7% | +8.0% | +90.7% | +93.9% |
| 6M | +46.4% | +15.8% | +30.7% | +40.2% |
| YTD | +29.8% | +34.4% | -4.6% | +15.6% |
| 1Y | +40.5% | +98.2% | -57.7% | +12.7% |
| All | -12.0% | +184.7% | -196.6% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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