+133.9%
HL vs CHYM
+38.9%
+95.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | +1.7% | -0.2% | +1.2% |
| 30D | +25.1% | +30.2% | -5.2% | +18.4% |
| 3M | +22.9% | +85.9% | -63.0% | +7.4% |
| 6M | -4.9% | +49.9% | -54.8% | -14.2% |
| YTD | +7.8% | +34.1% | -26.3% | -2.9% |
| 1Y | +133.9% | +37.0% | +96.9% | +101.3% |
| All | +133.9% | +38.9% | +95.0% | +101.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling