-12.3%
CHYM vs HTZ
-74.3%
+62.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +14.0% | -16.4% | +30.4% | +15.5% |
| 30D | +8.1% | -15.1% | +23.2% | +9.3% |
| 3M | +11.8% | -28.2% | +40.0% | +13.9% |
| 6M | +76.6% | -73.1% | +149.6% | +88.8% |
| YTD | +29.2% | -68.3% | +97.5% | +34.6% |
| 1Y | +59.9% | -75.2% | +135.2% | +69.8% |
| All | -12.3% | -74.3% | +62.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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