-11.1%
CHYM vs HUBB
+21.5%
-32.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +4.4% | -10.0% | +14.4% | +7.4% |
| 3M | +91.3% | -1.6% | +92.9% | +87.5% |
| 6M | +44.0% | -3.1% | +47.1% | +39.4% |
| YTD | +31.1% | +4.6% | +26.5% | +17.9% |
| 1Y | +37.8% | +3.3% | +34.5% | +24.0% |
| All | -11.1% | +21.5% | -32.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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