+0.5%
EQT vs CHYM
-24.0%
+24.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +0.6% |
| 7D | -1.2% | -2.9% | +1.7% | -1.2% |
| 30D | +1.1% | +3.0% | -1.9% | +1.1% |
| 3M | +4.8% | +98.7% | -93.9% | +4.9% |
| 6M | -10.6% | +46.4% | -57.0% | -9.9% |
| YTD | +3.4% | +29.8% | -26.4% | +4.3% |
| 1Y | +8.7% | +40.5% | -31.8% | +6.2% |
| All | +0.5% | -24.0% | +24.5% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling