-12.9%
CHYM vs HDB
-40.0%
+27.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -2.9% |
| 7D | +2.1% | -2.0% | +4.1% | +3.1% |
| 30D | +11.0% | -4.9% | +15.9% | +13.6% |
| 3M | +83.9% | -2.3% | +86.2% | +84.2% |
| 6M | +45.3% | -23.7% | +69.1% | +58.9% |
| YTD | +28.4% | -38.5% | +66.8% | +50.3% |
| 1Y | +32.2% | -36.5% | +68.7% | +48.2% |
| All | -12.9% | -40.0% | +27.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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