-12.0%
CHYM vs HIG
+12.7%
-24.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | +3.0% | -1.2% | +4.2% | +3.3% |
| 3M | +98.7% | +6.3% | +92.4% | +94.1% |
| 6M | +46.4% | +0.6% | +45.9% | +46.0% |
| YTD | +29.8% | +0.6% | +29.2% | +28.8% |
| 1Y | +40.5% | +6.1% | +34.4% | +33.9% |
| All | -12.0% | +12.7% | -24.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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