+37.8%
CHYM vs LH
+14.9%
+22.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | -2.3% | -4.7% | +2.4% | -0.3% |
| 30D | +4.4% | -3.5% | +7.9% | +6.1% |
| 3M | +91.3% | +17.7% | +73.6% | +80.1% |
| 6M | +44.0% | +15.8% | +28.2% | +36.5% |
| YTD | +31.1% | +25.1% | +6.0% | +20.7% |
| 1Y | +37.8% | +12.5% | +25.3% | +27.8% |
| All | +37.8% | +14.9% | +22.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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