+63.5%
CHYM vs IP
-7.8%
+71.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +9.4% | -0.9% | +10.3% | +9.6% |
| 30D | +10.5% | +6.7% | +3.8% | +9.1% |
| 3M | +4.5% | -16.6% | +21.1% | +8.0% |
| 6M | +82.5% | +6.0% | +76.5% | +74.0% |
| YTD | +31.2% | -10.7% | +41.9% | +26.0% |
| 1Y | +63.5% | -6.7% | +70.2% | +52.3% |
| All | +63.5% | -7.8% | +71.4% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling