-9.0%
CHYM vs IP
-15.5%
+6.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | +1.7% | -5.3% | +7.0% | +2.9% |
| 30D | +30.2% | -10.9% | +41.1% | +33.4% |
| 3M | +85.9% | +11.2% | +74.7% | +77.7% |
| 6M | +49.9% | -10.2% | +60.1% | +51.0% |
| YTD | +34.1% | -2.0% | +36.1% | +30.1% |
| 1Y | +37.0% | -19.1% | +56.1% | +36.6% |
| All | -9.0% | -15.5% | +6.4% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling