-11.1%
CHYM vs PLUG
+53.3%
-64.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.3% | -3.2% | +1.0% | -1.8% |
| 30D | +4.4% | -8.3% | +12.7% | +5.7% |
| 3M | +91.3% | -25.8% | +117.1% | +99.7% |
| 6M | +44.0% | -5.8% | +49.8% | +41.3% |
| YTD | +31.1% | +6.6% | +24.5% | +24.1% |
| 1Y | +37.8% | +39.1% | -1.2% | +22.2% |
| All | -11.1% | +53.3% | -64.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling