+21.3%
F vs CHYM
-23.2%
+44.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.9% | +9.4% | -13.3% | -4.6% |
| 30D | -0.5% | +10.5% | -10.9% | -1.3% |
| 3M | -12.9% | +4.5% | -17.4% | -13.4% |
| 6M | +1.5% | +82.5% | -80.9% | -4.3% |
| YTD | -5.0% | +31.2% | -36.2% | -8.7% |
| 1Y | -7.3% | +63.5% | -70.9% | -12.5% |
| All | +21.3% | -23.2% | +44.5% | +12.5% |
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