-12.9%
CHYM vs LTH
+55.0%
-67.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.6% |
| 7D | +2.1% | +1.5% | +0.5% | +1.5% |
| 30D | +11.0% | -3.1% | +14.1% | +12.1% |
| 3M | +83.9% | +28.1% | +55.8% | +62.9% |
| 6M | +45.3% | +67.4% | -22.1% | +13.5% |
| YTD | +28.4% | +59.8% | -31.4% | +2.8% |
| 1Y | +32.2% | +45.6% | -13.4% | +8.9% |
| All | -12.9% | +55.0% | -67.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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