-11.1%
CHYM vs NVTS
+49.9%
-60.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.6% |
| 7D | -2.3% | -1.4% | -0.8% | -2.2% |
| 30D | +4.4% | -16.5% | +20.9% | +5.9% |
| 3M | +91.3% | -47.6% | +138.9% | +101.4% |
| 6M | +44.0% | +7.3% | +36.7% | +32.4% |
| YTD | +31.1% | +62.9% | -31.8% | +12.1% |
| 1Y | +37.8% | +91.3% | -53.4% | +11.3% |
| All | -11.1% | +49.9% | -60.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling