+37.0%
CHYM vs OWL
-29.1%
+66.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +1.7% | -2.2% | +3.9% | +2.9% |
| 30D | +30.2% | +3.7% | +26.6% | +27.2% |
| 3M | +85.9% | +17.5% | +68.4% | +69.2% |
| 6M | +49.9% | +18.5% | +31.4% | +35.3% |
| YTD | +34.1% | -16.3% | +50.5% | +52.2% |
| 1Y | +37.0% | -29.7% | +66.7% | +59.8% |
| All | +37.0% | -29.1% | +66.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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