+53.0%
CHYM vs IP
-2.1%
+55.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.3% |
| 7D | +14.0% | -3.0% | +17.0% | +14.6% |
| 30D | +8.1% | +10.6% | -2.5% | +6.1% |
| 3M | +11.8% | -13.6% | +25.4% | +14.7% |
| 6M | +76.6% | +10.4% | +66.1% | +67.2% |
| YTD | +29.2% | -6.5% | +35.7% | +23.1% |
| All | +53.0% | -2.1% | +55.1% | +41.4% |
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