-6.9%
CHYM vs TPR
+40.5%
-47.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.3% | +10.2% | +8.3% |
| 7D | +3.4% | -7.3% | +10.7% | +6.7% |
| 30D | +12.0% | -30.7% | +42.7% | +30.4% |
| 3M | +102.4% | -21.6% | +124.0% | +120.8% |
| 6M | +52.7% | -21.3% | +74.0% | +65.7% |
| YTD | +37.3% | -10.2% | +47.4% | +39.8% |
| 1Y | +42.2% | +9.5% | +32.7% | +30.3% |
| All | -6.9% | +40.5% | -47.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling