-11.1%
CHYM vs HRB
-13.7%
+2.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -2.3% | -8.0% | +5.8% | -1.7% |
| 30D | +4.4% | -16.0% | +20.4% | +5.5% |
| 3M | +91.3% | +26.9% | +64.4% | +89.6% |
| 6M | +44.0% | +51.1% | -7.1% | +43.1% |
| YTD | +31.1% | +7.1% | +24.1% | +29.3% |
| 1Y | +37.8% | -9.6% | +47.5% | +28.6% |
| All | -11.1% | -13.7% | +2.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling