+82.2%
CHYM vs IRE
-98.1%
+180.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.4% | +15.9% | +2.4% |
| 7D | +7.1% | -31.8% | +38.9% | +9.1% |
| 30D | +15.7% | -71.8% | +87.4% | +21.9% |
| 3M | +4.3% | -88.9% | +93.2% | +14.9% |
| 6M | +92.9% | -95.4% | +188.3% | +118.5% |
| YTD | +33.3% | -94.2% | +127.5% | +31.7% |
| 1Y | +74.8% | -97.1% | +171.9% | +84.4% |
| All | +82.2% | -98.1% | +180.4% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling