+37.8%
CHYM vs ROKU
+62.9%
-25.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -2.3% | -0.4% | -1.8% | -2.1% |
| 30D | +4.4% | +2.1% | +2.4% | +3.4% |
| 3M | +91.3% | +29.5% | +61.8% | +69.3% |
| 6M | +44.0% | +53.8% | -9.8% | +16.3% |
| YTD | +31.1% | +42.8% | -11.7% | +7.4% |
| 1Y | +37.8% | +60.7% | -22.9% | +8.1% |
| All | +37.8% | +62.9% | -25.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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