-11.1%
CHYM vs TECK
+75.4%
-86.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -2.3% | -3.8% | +1.6% | -1.6% |
| 30D | +4.4% | +0.7% | +3.7% | +4.2% |
| 3M | +91.3% | +4.6% | +86.7% | +88.9% |
| 6M | +44.0% | +25.1% | +18.9% | +36.7% |
| YTD | +31.1% | +39.2% | -8.1% | +21.3% |
| 1Y | +37.8% | +60.3% | -22.5% | +24.1% |
| All | -11.1% | +75.4% | -86.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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