+37.0%
CHYM vs RSG
-3.6%
+40.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.8% |
| 30D | +30.2% | +7.6% | +22.7% | +32.3% |
| 3M | +85.9% | +7.4% | +78.5% | +88.8% |
| 6M | +49.9% | -3.3% | +53.2% | +54.9% |
| YTD | +34.1% | +6.0% | +28.1% | +37.0% |
| 1Y | +37.0% | -3.7% | +40.7% | +39.6% |
| All | +37.0% | -3.6% | +40.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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