+37.0%
CHYM vs LUNR
+75.3%
-38.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.7% | -3.6% | +5.3% | +2.4% |
| 30D | +30.2% | +5.9% | +24.4% | +27.9% |
| 3M | +85.9% | -56.0% | +141.9% | +113.7% |
| 6M | +49.9% | -20.5% | +70.4% | +45.7% |
| YTD | +34.1% | -8.7% | +42.9% | +21.2% |
| 1Y | +37.0% | +75.9% | -38.9% | -14.5% |
| All | +37.0% | +75.3% | -38.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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