+46.4%
CHYM vs MET
+38.1%
+8.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.6% | -6.6% |
| 7D | -2.9% | -2.5% | -0.4% | -0.4% |
| 30D | +3.0% | 0.0% | +3.0% | +2.8% |
| 3M | +98.7% | +13.1% | +85.7% | +77.1% |
| 6M | +46.4% | +39.0% | +7.4% | -4.1% |
| All | +46.4% | +38.1% | +8.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 6mo: compounded portfolio wealth divided by compounded MET 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…
6mo analysis · Full analysis span regression · 6 months rolling