-6.9%
CHYM vs ONTO
+184.1%
-191.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +7.0% |
| 7D | +3.4% | +9.4% | -6.0% | +2.3% |
| 30D | +12.0% | -4.4% | +16.4% | +12.0% |
| 3M | +102.4% | +1.6% | +100.8% | +94.2% |
| 6M | +52.7% | +45.3% | +7.4% | +33.0% |
| YTD | +37.3% | +76.4% | -39.1% | +11.1% |
| 1Y | +42.2% | +167.2% | -125.0% | +11.4% |
| All | -6.9% | +184.1% | -191.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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