+52.7%
CHYM vs IRM
+12.2%
+40.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.7% | +7.1% |
| 7D | +3.4% | +3.0% | +0.4% | +2.6% |
| 30D | +12.0% | -5.2% | +17.2% | +13.2% |
| 3M | +102.4% | -8.0% | +110.4% | +103.5% |
| 6M | +52.7% | +9.2% | +43.5% | +31.8% |
| All | +52.7% | +12.2% | +40.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 6mo: compounded portfolio wealth divided by compounded IRM 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…
6mo analysis · Full analysis span regression · 6 months rolling