-11.9%
GEHC vs CHYM
-24.0%
+12.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.9% |
| 7D | -7.9% | -2.9% | -4.9% | -7.6% |
| 30D | -11.7% | +3.0% | -14.7% | -12.0% |
| 3M | +0.8% | +98.7% | -97.9% | -7.2% |
| 6M | -11.6% | +46.4% | -58.0% | -16.3% |
| YTD | -21.6% | +29.8% | -51.4% | -25.0% |
| 1Y | -15.3% | +40.5% | -55.8% | -20.1% |
| All | -11.9% | -24.0% | +12.1% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling