-11.1%
CHYM vs M
+94.1%
-105.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.7% |
| 7D | -2.3% | -4.2% | +2.0% | -1.4% |
| 30D | +4.4% | -7.2% | +11.6% | +6.1% |
| 3M | +91.3% | -11.1% | +102.5% | +95.2% |
| 6M | +44.0% | +28.8% | +15.2% | +36.1% |
| YTD | +31.1% | +2.0% | +29.1% | +29.1% |
| 1Y | +37.8% | +31.3% | +6.6% | +29.5% |
| All | -11.1% | +94.1% | -105.2% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling