+37.0%
CHYM vs OMC
+9.8%
+27.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.2% |
| 7D | +1.7% | -6.4% | +8.1% | +4.1% |
| 30D | +30.2% | +1.1% | +29.1% | +29.3% |
| 3M | +85.9% | +10.4% | +75.5% | +76.1% |
| 6M | +49.9% | -1.7% | +51.6% | +49.6% |
| YTD | +34.1% | +4.4% | +29.7% | +29.9% |
| 1Y | +37.0% | +8.4% | +28.6% | +27.4% |
| All | +37.0% | +9.8% | +27.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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