-6.9%
CHYM vs P
+78.0%
-84.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.0% | +11.0% | +7.5% |
| 7D | +3.4% | +5.0% | -1.6% | +2.5% |
| 30D | +12.0% | -0.9% | +12.9% | +11.6% |
| 3M | +102.4% | +38.7% | +63.7% | +91.0% |
| 6M | +52.7% | +54.4% | -1.7% | +39.1% |
| YTD | +37.3% | +44.8% | -7.6% | +25.5% |
| 1Y | +42.2% | +22.5% | +19.6% | +30.6% |
| All | -6.9% | +78.0% | -84.9% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling