+164.3%
EWY vs CHYM
+38.9%
+125.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +4.8% | +1.7% | +3.1% | +4.5% |
| 30D | +11.7% | +30.2% | -18.6% | +6.6% |
| 3M | -7.4% | +85.9% | -93.3% | -18.2% |
| 6M | +40.6% | +49.9% | -9.4% | +26.9% |
| YTD | +94.3% | +34.1% | +60.1% | +75.8% |
| 1Y | +164.3% | +37.0% | +127.3% | +141.0% |
| All | +164.3% | +38.9% | +125.4% | +141.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling