-12.0%
CHYM vs INDA
-12.0%
0.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -4.2% |
| 7D | -2.9% | -3.6% | +0.7% | +0.9% |
| 30D | +3.0% | -4.0% | +6.9% | +7.4% |
| 3M | +98.7% | +1.7% | +97.0% | +95.4% |
| 6M | +46.4% | -3.6% | +50.1% | +50.0% |
| YTD | +29.8% | -11.0% | +40.8% | +41.5% |
| 1Y | +40.5% | -9.5% | +50.0% | +49.5% |
| All | -12.0% | -12.0% | 0.0% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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