+37.8%
CHYM vs LULU
-39.6%
+77.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.1% |
| 7D | -2.3% | -1.6% | -0.6% | -1.7% |
| 30D | +4.4% | -18.1% | +22.5% | +12.6% |
| 3M | +91.3% | -18.8% | +110.1% | +106.0% |
| 6M | +44.0% | -39.2% | +83.2% | +80.1% |
| YTD | +31.1% | -52.4% | +83.5% | +88.3% |
| 1Y | +37.8% | -40.3% | +78.1% | +67.7% |
| All | +37.8% | -39.6% | +77.5% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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