-11.1%
CHYM vs HSY
+7.1%
-18.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -2.3% | +0.1% | -2.3% | -2.2% |
| 30D | +4.4% | -5.2% | +9.6% | +4.0% |
| 3M | +91.3% | -3.4% | +94.7% | +90.7% |
| 6M | +44.0% | -19.2% | +63.2% | +40.6% |
| YTD | +31.1% | -2.6% | +33.7% | +28.5% |
| 1Y | +37.8% | -3.8% | +41.6% | +35.0% |
| All | -11.1% | +7.1% | -18.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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