+37.0%
CHYM vs IT
-24.5%
+61.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +1.8% |
| 7D | +1.7% | -6.0% | +7.7% | +3.6% |
| 30D | +30.2% | 0.0% | +30.2% | +29.8% |
| 3M | +85.9% | +13.1% | +72.8% | +76.9% |
| 6M | +49.9% | +11.7% | +38.2% | +42.8% |
| YTD | +34.1% | -26.1% | +60.2% | +48.0% |
| 1Y | +37.0% | -21.3% | +58.3% | +44.0% |
| All | +37.0% | -24.5% | +61.5% | +44.0% |
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