-6.9%
CHYM vs PBF
+282.9%
-289.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.3% | +6.9% |
| 7D | +3.4% | +1.4% | +2.0% | +3.4% |
| 30D | +12.0% | +15.8% | -3.9% | +12.2% |
| 3M | +102.4% | +90.3% | +12.1% | +104.8% |
| 6M | +52.7% | +102.8% | -50.1% | +52.1% |
| YTD | +37.3% | +187.3% | -150.1% | +34.1% |
| 1Y | +42.2% | +161.8% | -119.7% | +39.8% |
| All | -6.9% | +282.9% | -289.8% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling