-6.9%
CHYM vs PSA
+3.0%
-9.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.3% | +9.3% | +7.3% |
| 7D | +3.4% | -2.2% | +5.6% | +3.8% |
| 30D | +12.0% | -9.6% | +21.5% | +14.1% |
| 3M | +102.4% | -7.9% | +110.3% | +105.0% |
| 6M | +52.7% | -2.0% | +54.7% | +49.4% |
| YTD | +37.3% | +15.7% | +21.5% | +33.9% |
| 1Y | +42.2% | +5.8% | +36.4% | +37.3% |
| All | -6.9% | +3.0% | -9.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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