-11.1%
CHYM vs TENB
-4.0%
-7.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +3.5% |
| 7D | -2.3% | -12.1% | +9.8% | +3.1% |
| 30D | +4.4% | -18.6% | +23.1% | +12.9% |
| 3M | +91.3% | +12.1% | +79.2% | +71.7% |
| 6M | +44.0% | +46.8% | -2.8% | +8.8% |
| YTD | +31.1% | +28.0% | +3.1% | +7.0% |
| 1Y | +37.8% | -1.4% | +39.3% | +32.4% |
| All | -11.1% | -4.0% | -7.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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