-11.1%
CHYM vs VRSK
-43.0%
+31.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.3% | -5.2% | +2.9% | -1.2% |
| 30D | +4.4% | -2.3% | +6.7% | +4.8% |
| 3M | +91.3% | -2.9% | +94.2% | +90.3% |
| 6M | +44.0% | -12.8% | +56.8% | +47.4% |
| YTD | +31.1% | -20.8% | +51.9% | +37.9% |
| 1Y | +37.8% | -33.2% | +71.1% | +51.7% |
| All | -11.1% | -43.0% | +31.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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