+37.0%
CHYM vs PHM
-6.9%
+44.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -3.2% | +4.9% | +2.8% |
| 30D | +30.2% | -6.4% | +36.7% | +32.7% |
| 3M | +85.9% | +5.5% | +80.4% | +80.8% |
| 6M | +49.9% | -5.4% | +55.4% | +47.8% |
| YTD | +34.1% | +6.6% | +27.5% | +25.7% |
| 1Y | +37.0% | -8.8% | +45.9% | +29.8% |
| All | +37.0% | -6.9% | +44.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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