-11.1%
CHYM vs TEVA
+115.5%
-126.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | +4.4% | +1.0% | +3.5% | +4.2% |
| 3M | +91.3% | +7.3% | +84.0% | +88.1% |
| 6M | +44.0% | +21.7% | +22.3% | +35.7% |
| YTD | +31.1% | +18.8% | +12.3% | +23.1% |
| 1Y | +37.8% | +86.5% | -48.6% | +13.5% |
| All | -11.1% | +115.5% | -126.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 all: compounded portfolio wealth divided by compounded TEVA 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…
all analysis · Full analysis span regression · 6 months rolling