+79.3%
CHYM vs IRE
-85.1%
+164.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -2.3% | -4.5% | +2.3% | -2.1% |
| 30D | +4.4% | -7.8% | +12.3% | +4.2% |
| 3M | +91.3% | -60.0% | +151.3% | +99.6% |
| 6M | +44.0% | -48.3% | +92.3% | +38.8% |
| YTD | +31.1% | -54.5% | +85.6% | +17.6% |
| All | +79.3% | -85.1% | +164.4% | +77.4% |
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