-11.1%
CHYM vs RUN
-0.7%
-10.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -2.3% | -3.7% | +1.5% | -2.0% |
| 30D | +4.4% | -13.0% | +17.4% | +5.7% |
| 3M | +91.3% | -31.8% | +123.1% | +97.7% |
| 6M | +44.0% | -32.2% | +76.2% | +47.7% |
| YTD | +31.1% | -53.5% | +84.6% | +40.2% |
| 1Y | +37.8% | -46.5% | +84.4% | +45.4% |
| All | -11.1% | -0.7% | -10.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling