-6.9%
CHYM vs NDAQ
+10.5%
-17.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.8% | +7.6% |
| 7D | +3.4% | -1.6% | +5.0% | +4.7% |
| 30D | +12.0% | -1.5% | +13.5% | +13.1% |
| 3M | +102.4% | +8.0% | +94.4% | +87.1% |
| 6M | +52.7% | +7.7% | +44.9% | +40.7% |
| YTD | +37.3% | -2.3% | +39.6% | +38.3% |
| 1Y | +42.2% | +0.6% | +41.6% | +35.3% |
| All | -6.9% | +10.5% | -17.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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