-11.1%
CHYM vs MOH
-30.5%
+19.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | -2.3% | +1.7% | -4.0% | -2.3% |
| 30D | +4.4% | -0.9% | +5.3% | +4.5% |
| 3M | +91.3% | +5.7% | +85.6% | +91.5% |
| 6M | +44.0% | +39.1% | +4.9% | +44.1% |
| YTD | +31.1% | +17.7% | +13.4% | +31.1% |
| 1Y | +37.8% | +8.4% | +29.5% | +36.3% |
| All | -11.1% | -30.5% | +19.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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