+67.8%
CHYM vs PR
+87.5%
-19.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.5% | +12.5% | +5.3% |
| 7D | +3.7% | -12.1% | +15.8% | +2.8% |
| 30D | +5.6% | +0.9% | +4.7% | +5.2% |
| 3M | +19.7% | +10.1% | +9.6% | +20.3% |
| 6M | +35.3% | +1.1% | +34.2% | +36.1% |
| YTD | +18.7% | +63.7% | -45.0% | +19.5% |
| 1Y | +67.8% | +87.0% | -19.2% | +73.7% |
| All | +67.8% | +87.5% | -19.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling