+37.0%
CHYM vs PBF
+176.4%
-139.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +1.7% | +4.3% | -2.6% | +1.7% |
| 30D | +30.2% | +22.0% | +8.3% | +30.3% |
| 3M | +85.9% | +74.5% | +11.4% | +86.1% |
| 6M | +49.9% | +67.7% | -17.8% | +49.1% |
| YTD | +34.1% | +179.2% | -145.1% | +24.1% |
| 1Y | +37.0% | +170.0% | -133.0% | +27.9% |
| All | +37.0% | +176.4% | -139.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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