+37.8%
CHYM vs RJF
+5.1%
+32.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -2.3% | -2.7% | +0.5% | +0.1% |
| 30D | +4.4% | -4.3% | +8.7% | +8.3% |
| 3M | +91.3% | +15.7% | +75.6% | +67.7% |
| 6M | +44.0% | +17.8% | +26.2% | +24.0% |
| YTD | +31.1% | +9.2% | +21.9% | +16.5% |
| 1Y | +37.8% | +2.8% | +35.1% | +27.1% |
| All | +37.8% | +5.1% | +32.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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