-11.1%
CHYM vs PHM
+16.1%
-27.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.3% | -5.0% | +2.7% | -1.1% |
| 30D | +4.4% | -8.4% | +12.9% | +6.5% |
| 3M | +91.3% | -4.4% | +95.7% | +92.2% |
| 6M | +44.0% | -3.7% | +47.7% | +43.2% |
| YTD | +31.1% | +1.3% | +29.8% | +28.7% |
| 1Y | +37.8% | -14.0% | +51.9% | +34.9% |
| All | -11.1% | +16.1% | -27.2% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling