+52.7%
CHYM vs PH
+5.8%
+46.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.7% | +7.6% | +7.3% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +12.0% | -10.3% | +22.3% | +19.0% |
| 3M | +102.4% | +5.1% | +97.3% | +99.9% |
| 6M | +52.7% | +2.3% | +50.4% | +50.6% |
| All | +52.7% | +5.8% | +46.8% | +50.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling