-9.6%
CHYM vs P
+98.0%
-107.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.8% |
| 7D | +7.1% | +11.6% | -4.5% | +5.6% |
| 30D | +15.7% | -23.7% | +39.4% | +19.1% |
| 3M | +4.3% | -8.0% | +12.2% | +4.2% |
| 6M | +92.9% | +27.9% | +65.0% | +81.1% |
| YTD | +33.3% | +61.2% | -27.9% | +18.6% |
| 1Y | +74.8% | +28.6% | +46.2% | +57.1% |
| All | -9.6% | +98.0% | -107.6% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling