-9.0%
CHYM vs PAAS
+79.8%
-88.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | +1.7% | -2.9% | +4.6% | +2.3% |
| 30D | +30.2% | +6.8% | +23.5% | +27.8% |
| 3M | +85.9% | -2.9% | +88.8% | +85.6% |
| 6M | +49.9% | -16.4% | +66.3% | +53.3% |
| YTD | +34.1% | 0.0% | +34.1% | +30.9% |
| 1Y | +37.0% | +54.3% | -17.3% | +20.5% |
| All | -9.0% | +79.8% | -88.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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