-11.1%
CHYM vs NI
+8.5%
-19.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +4.4% | -1.4% | +5.8% | +4.6% |
| 3M | +91.3% | -10.6% | +101.9% | +93.9% |
| 6M | +44.0% | -9.3% | +53.3% | +44.9% |
| YTD | +31.1% | +1.1% | +30.0% | +24.2% |
| 1Y | +37.8% | +3.4% | +34.5% | +29.9% |
| All | -11.1% | +8.5% | -19.5% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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