-6.9%
CHYM vs IP
-21.4%
+14.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -5.1% | +12.0% | +8.0% |
| 7D | +3.4% | -4.6% | +8.0% | +4.4% |
| 30D | +12.0% | -15.3% | +27.2% | +16.1% |
| 3M | +102.4% | +2.7% | +99.7% | +96.8% |
| 6M | +52.7% | -7.4% | +60.1% | +51.9% |
| YTD | +37.3% | -8.8% | +46.1% | +35.2% |
| 1Y | +42.2% | -22.4% | +64.6% | +43.8% |
| All | -6.9% | -21.4% | +14.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling