-12.3%
CHYM vs IP
-20.3%
+7.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | +15.4% | 0.0% | +15.4% | +15.4% |
| 30D | +8.2% | +9.4% | -1.2% | +6.1% |
| 3M | +5.5% | -14.1% | +19.5% | +8.8% |
| 6M | +76.6% | +9.2% | +67.4% | +68.4% |
| YTD | +29.3% | -7.5% | +36.8% | +26.7% |
| 1Y | +53.1% | -2.8% | +55.9% | +47.3% |
| All | -12.3% | -20.3% | +7.9% | -9.7% |
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 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