+67.8%
CHYM vs IT
-17.9%
+85.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.5% | +5.5% |
| 7D | +3.7% | -5.5% | +9.2% | +5.0% |
| 30D | +5.6% | +10.3% | -4.8% | +1.8% |
| 3M | +19.7% | +11.5% | +8.2% | +14.5% |
| 6M | +35.3% | +40.3% | -5.0% | +17.2% |
| YTD | +18.7% | -17.9% | +36.5% | +24.3% |
| 1Y | +67.8% | -8.8% | +76.6% | +65.6% |
| All | +67.8% | -17.9% | +85.7% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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