-6.9%
CHYM vs PLUG
+58.4%
-65.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.0% | +10.9% | +7.6% |
| 7D | +3.4% | +3.8% | -0.4% | +2.7% |
| 30D | +12.0% | +2.8% | +9.1% | +11.3% |
| 3M | +102.4% | -25.4% | +127.8% | +111.2% |
| 6M | +52.7% | -0.5% | +53.1% | +48.5% |
| YTD | +37.3% | +10.2% | +27.1% | +29.2% |
| 1Y | +42.2% | +53.9% | -11.7% | +23.9% |
| All | -6.9% | +58.4% | -65.3% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling