+62.4%
EWY vs CHYM
+71.1%
-8.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.9% | -7.8% | -2.8% |
| 7D | -8.3% | +3.7% | -12.0% | -8.9% |
| 30D | -20.5% | +5.6% | -26.1% | -21.3% |
| 3M | -11.1% | +19.7% | -30.8% | -14.9% |
| 6M | -7.0% | +35.3% | -42.3% | -15.3% |
| YTD | +56.5% | +18.7% | +37.8% | +41.6% |
| 1Y | +62.4% | +67.8% | -5.4% | +40.0% |
| All | +62.4% | +71.1% | -8.7% | +40.0% |
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