-11.1%
CHYM vs INVH
-12.9%
+1.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.3% | -3.0% | +0.7% | -1.6% |
| 30D | +4.4% | -7.5% | +12.0% | +6.1% |
| 3M | +91.3% | -5.5% | +96.8% | +93.3% |
| 6M | +44.0% | +11.7% | +32.3% | +39.6% |
| YTD | +31.1% | +1.3% | +29.8% | +28.4% |
| 1Y | +37.8% | -6.1% | +43.9% | +37.5% |
| All | -11.1% | -12.9% | +1.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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