+37.0%
CHYM vs NWSA
+5.5%
+31.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.8% |
| 7D | +1.7% | -1.9% | +3.6% | +3.3% |
| 30D | +30.2% | +4.6% | +25.7% | +25.9% |
| 3M | +85.9% | +13.2% | +72.7% | +67.8% |
| 6M | +49.9% | +27.0% | +22.9% | +20.1% |
| YTD | +34.1% | +16.8% | +17.3% | +17.0% |
| 1Y | +37.0% | +4.5% | +32.5% | +23.5% |
| All | +37.0% | +5.5% | +31.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling