-12.9%
CHYM vs THC
+60.7%
-73.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.3% |
| 7D | +2.1% | -2.6% | +4.6% | +2.0% |
| 30D | +11.0% | -1.2% | +12.2% | +11.0% |
| 3M | +83.9% | +58.9% | +25.0% | +82.8% |
| 6M | +45.3% | +9.3% | +36.0% | +43.3% |
| YTD | +28.4% | +30.4% | -2.0% | +29.3% |
| 1Y | +32.2% | +34.6% | -2.4% | +31.9% |
| All | -12.9% | +60.7% | -73.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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