-12.9%
CHYM vs PLUG
+65.0%
-77.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.1% | -8.4% | -4.9% |
| 7D | +2.1% | +8.1% | -6.1% | +0.7% |
| 30D | +11.0% | +3.7% | +7.4% | +10.2% |
| 3M | +83.9% | -29.2% | +113.0% | +93.7% |
| 6M | +45.3% | +6.1% | +39.2% | +40.0% |
| YTD | +28.4% | +14.7% | +13.6% | +20.1% |
| 1Y | +32.2% | +56.9% | -24.7% | +15.0% |
| All | -12.9% | +65.0% | -77.9% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling