-12.9%
CHYM vs MSCI
+1.6%
-14.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -3.0% |
| 7D | +2.1% | -2.1% | +4.1% | +2.8% |
| 30D | +11.0% | -1.7% | +12.8% | +11.7% |
| 3M | +83.9% | -8.2% | +92.1% | +87.6% |
| 6M | +45.3% | -2.4% | +47.8% | +44.0% |
| YTD | +28.4% | -2.8% | +31.2% | +27.7% |
| 1Y | +32.2% | -2.7% | +34.9% | +30.8% |
| All | -12.9% | +1.6% | -14.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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