-11.1%
CHYM vs NTRS
+79.9%
-91.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.2% |
| 7D | -2.3% | +1.4% | -3.6% | -3.3% |
| 30D | +4.4% | -0.7% | +5.1% | +4.8% |
| 3M | +91.3% | +11.3% | +80.0% | +74.5% |
| 6M | +44.0% | +35.5% | +8.4% | +9.2% |
| YTD | +31.1% | +40.6% | -9.5% | -3.0% |
| 1Y | +37.8% | +49.2% | -11.4% | -1.9% |
| All | -11.1% | +79.9% | -91.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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