-6.9%
CHYM vs IT
-58.8%
+51.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.4% |
| 7D | +3.4% | -9.1% | +12.5% | +6.0% |
| 30D | +12.0% | -12.2% | +24.1% | +15.6% |
| 3M | +102.4% | +7.8% | +94.6% | +95.3% |
| 6M | +52.7% | +2.0% | +50.7% | +49.3% |
| YTD | +37.3% | -32.7% | +70.0% | +46.7% |
| 1Y | +42.2% | -31.1% | +73.3% | +50.3% |
| All | -6.9% | -58.8% | +51.9% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling