+35.7%
GE vs CHYM
-23.3%
+59.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -4.0% | -2.3% | -1.7% | -3.9% |
| 30D | -11.4% | +4.4% | -15.8% | -11.8% |
| 3M | -2.6% | +91.3% | -93.9% | -8.8% |
| 6M | -0.3% | +44.0% | -44.3% | -4.9% |
| YTD | +5.4% | +31.1% | -25.8% | +0.7% |
| 1Y | +15.5% | +37.8% | -22.3% | +9.4% |
| All | +35.7% | -23.3% | +59.0% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling