-9.0%
CHYM vs P
+82.5%
-91.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.7% | +6.5% | -4.9% | +0.7% |
| 30D | +30.2% | +18.8% | +11.4% | +26.3% |
| 3M | +85.9% | +26.7% | +59.2% | +77.8% |
| 6M | +49.9% | +62.2% | -12.3% | +35.6% |
| YTD | +34.1% | +48.5% | -14.4% | +22.3% |
| 1Y | +37.0% | +26.4% | +10.6% | +25.4% |
| All | -9.0% | +82.5% | -91.5% | -25.9% |
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