+82.5%
CHYM vs PL
-65.3%
+147.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | +9.4% | +22.3% | -12.8% | +6.4% |
| 30D | +10.5% | -8.3% | +18.8% | +11.5% |
| 3M | +4.5% | -43.3% | +47.8% | +13.6% |
| 6M | +82.5% | -65.8% | +148.3% | +108.6% |
| All | +82.5% | -65.3% | +147.8% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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