+37.8%
CHYM vs IJH
+14.9%
+23.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.4% |
| 7D | -2.3% | -1.9% | -0.4% | +1.1% |
| 30D | +4.4% | -4.6% | +9.1% | +13.6% |
| 3M | +91.3% | -1.2% | +92.5% | +93.4% |
| 6M | +44.0% | +9.4% | +34.6% | +18.7% |
| YTD | +31.1% | +13.3% | +17.8% | -1.5% |
| 1Y | +37.8% | +13.4% | +24.5% | +3.2% |
| All | +37.8% | +14.9% | +23.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling