-11.0%
CHYM vs HTZ
-75.7%
+64.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.4% |
| 7D | +9.4% | -14.0% | +23.4% | +10.9% |
| 30D | +10.5% | -19.8% | +30.3% | +12.2% |
| 3M | +4.5% | -45.0% | +49.5% | +9.8% |
| 6M | +82.5% | -73.2% | +155.7% | +94.8% |
| YTD | +31.2% | -70.0% | +101.3% | +37.3% |
| 1Y | +63.5% | -75.7% | +139.2% | +74.0% |
| All | -11.0% | -75.7% | +64.8% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling