-11.1%
CHYM vs INSM
+33.8%
-44.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -2.3% | +2.5% | -4.7% | -2.8% |
| 30D | +4.4% | -2.2% | +6.6% | +5.0% |
| 3M | +91.3% | +33.8% | +57.5% | +77.2% |
| 6M | +44.0% | -7.2% | +51.1% | +39.7% |
| YTD | +31.1% | -25.6% | +56.8% | +26.5% |
| 1Y | +37.8% | -11.2% | +49.1% | +32.6% |
| All | -11.1% | +33.8% | -44.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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