-13.0%
HD vs CHYM
-24.0%
+11.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.2% |
| 7D | -3.9% | -2.9% | -1.0% | -3.7% |
| 30D | -13.1% | +3.0% | -16.1% | -13.3% |
| 3M | -3.4% | +98.7% | -102.2% | -7.3% |
| 6M | -12.6% | +46.4% | -59.0% | -15.4% |
| YTD | -9.2% | +29.8% | -39.0% | -12.1% |
| 1Y | -23.9% | +40.5% | -64.4% | -26.2% |
| All | -13.0% | -24.0% | +11.1% | -15.0% |
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 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