-9.0%
CHYM vs PR
+72.9%
-81.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.2% |
| 7D | +1.7% | +2.9% | -1.2% | +2.0% |
| 30D | +30.2% | +18.0% | +12.2% | +32.4% |
| 3M | +85.9% | +16.9% | +69.0% | +89.5% |
| 6M | +49.9% | +28.2% | +21.7% | +52.9% |
| YTD | +34.1% | +69.3% | -35.2% | +40.7% |
| 1Y | +37.0% | +69.5% | -32.5% | +41.4% |
| All | -9.0% | +72.9% | -81.9% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling