+37.8%
CHYM vs S
+8.9%
+28.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | +4.4% | -11.4% | +15.9% | +9.1% |
| 3M | +91.3% | +33.8% | +57.5% | +62.2% |
| 6M | +44.0% | +39.5% | +4.5% | +15.2% |
| YTD | +31.1% | +31.7% | -0.6% | +7.3% |
| 1Y | +37.8% | +7.0% | +30.9% | +27.4% |
| All | +37.8% | +8.9% | +28.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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