-9.6%
CHYM vs RF
+37.3%
-46.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +0.7% |
| 7D | +7.1% | +1.9% | +5.1% | +5.6% |
| 30D | +15.7% | +7.3% | +8.4% | +9.8% |
| 3M | +4.3% | -7.9% | +12.2% | +10.4% |
| 6M | +92.9% | +10.5% | +82.4% | +75.0% |
| YTD | +33.3% | +9.6% | +23.6% | +21.4% |
| 1Y | +74.8% | +20.3% | +54.5% | +49.5% |
| All | -9.6% | +37.3% | -46.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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