-1.2%
EQT vs CHYM
-23.3%
+22.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -2.0% | -2.3% | +0.3% | -2.0% |
| 30D | 0.0% | +4.4% | -4.4% | 0.0% |
| 3M | +5.9% | +91.3% | -85.4% | +6.1% |
| 6M | -14.8% | +44.0% | -58.8% | -14.1% |
| YTD | +1.8% | +31.1% | -29.3% | +2.7% |
| 1Y | +7.4% | +37.8% | -30.5% | +4.6% |
| All | -1.2% | -23.3% | +22.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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