-12.0%
CHYM vs WY
-15.6%
+3.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.8% | -5.2% |
| 7D | -2.9% | -3.7% | +0.8% | -2.6% |
| 30D | +3.0% | -11.3% | +14.3% | +3.9% |
| 3M | +98.7% | -8.1% | +106.9% | +99.0% |
| 6M | +46.4% | -7.4% | +53.9% | +46.4% |
| YTD | +29.8% | -4.7% | +34.5% | +27.5% |
| 1Y | +40.5% | -9.2% | +49.7% | +37.7% |
| All | -12.0% | -15.6% | +3.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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