-12.0%
CHYM vs NWSA
+7.1%
-19.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.7% | -4.8% |
| 7D | -2.9% | -4.8% | +1.8% | +1.3% |
| 30D | +3.0% | +3.0% | 0.0% | +0.4% |
| 3M | +98.7% | +9.3% | +89.4% | +84.6% |
| 6M | +46.4% | +23.2% | +23.2% | +20.1% |
| YTD | +29.8% | +13.3% | +16.5% | +15.7% |
| 1Y | +40.5% | +2.9% | +37.6% | +31.5% |
| All | -12.0% | +7.1% | -19.0% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling