+77.5%
CHYM vs IRE
-85.3%
+162.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.8% | +2.4% | -4.9% |
| 7D | -2.9% | +7.9% | -10.9% | -3.6% |
| 30D | +3.0% | +9.3% | -6.3% | +1.4% |
| 3M | +98.7% | -52.3% | +151.1% | +103.3% |
| 6M | +46.4% | -38.5% | +84.9% | +38.5% |
| YTD | +29.8% | -54.8% | +84.6% | +16.5% |
| All | +77.5% | -85.3% | +162.7% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling