+67.8%
CHYM vs IRE
-97.6%
+165.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -23.2% | +29.2% | +7.1% |
| 7D | +3.7% | -46.8% | +50.5% | +6.6% |
| 30D | +5.6% | -75.5% | +81.1% | +12.6% |
| 3M | +19.7% | -79.4% | +99.1% | +27.2% |
| 6M | +35.3% | -91.3% | +126.6% | +46.4% |
| YTD | +18.7% | -90.8% | +109.5% | +15.1% |
| 1Y | +67.8% | -97.7% | +165.5% | +90.4% |
| All | +67.8% | -97.6% | +165.4% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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