-12.0%
CHYM vs PH
+41.6%
-53.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.5% |
| 7D | -2.9% | -3.1% | +0.2% | -1.1% |
| 30D | +3.0% | -11.8% | +14.8% | +10.3% |
| 3M | +98.7% | +6.9% | +91.8% | +93.3% |
| 6M | +46.4% | -1.3% | +47.7% | +47.2% |
| YTD | +29.8% | +7.0% | +22.8% | +23.6% |
| 1Y | +40.5% | +23.1% | +17.3% | +23.0% |
| All | -12.0% | +41.6% | -53.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling