+35.5%
F vs CHYM
-19.7%
+55.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.9% | -10.9% | -4.5% |
| 7D | -4.9% | +3.4% | -8.3% | -5.1% |
| 30D | -2.9% | +12.0% | -14.9% | -3.7% |
| 3M | -9.1% | +102.4% | -111.5% | -14.8% |
| 6M | +12.9% | +52.7% | -39.7% | +7.8% |
| YTD | +6.1% | +37.3% | -31.2% | +1.7% |
| 1Y | +22.5% | +42.2% | -19.7% | +14.8% |
| All | +35.5% | -19.7% | +55.1% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling