+37.8%
CHYM vs TPR
+12.3%
+25.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | 0.0% |
| 7D | -2.3% | -3.0% | +0.7% | -1.0% |
| 30D | +4.4% | -22.6% | +27.1% | +16.0% |
| 3M | +91.3% | -18.2% | +109.5% | +105.3% |
| 6M | +44.0% | -18.0% | +62.0% | +53.8% |
| YTD | +31.1% | -6.4% | +37.5% | +30.1% |
| 1Y | +37.8% | +12.3% | +25.5% | +18.6% |
| All | +37.8% | +12.3% | +25.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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