+74.8%
CHYM vs PR
+78.8%
-4.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.7% |
| 7D | +7.1% | +6.0% | +1.1% | +7.6% |
| 30D | +15.7% | -4.2% | +19.9% | +15.3% |
| 3M | +4.3% | +10.0% | -5.7% | +4.9% |
| 6M | +92.9% | +15.6% | +77.3% | +95.5% |
| YTD | +33.3% | +68.2% | -34.9% | +29.8% |
| 1Y | +74.8% | +79.2% | -4.4% | +64.5% |
| All | +74.8% | +78.8% | -4.0% | +64.5% |
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