+87.7%
CHYM vs IRE
-84.0%
+171.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -6.8% | +13.7% | +7.4% |
| 7D | +3.4% | +29.0% | -25.6% | +1.4% |
| 30D | +12.0% | +24.2% | -12.2% | +9.3% |
| 3M | +102.4% | -53.2% | +155.6% | +108.0% |
| 6M | +52.7% | -36.0% | +88.7% | +44.2% |
| YTD | +37.3% | -51.0% | +88.3% | +22.5% |
| All | +87.7% | -84.0% | +171.7% | +84.9% |
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