-9.0%
HL vs CHYM
+44.6%
-53.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.5% | -2.5% |
| 7D | -5.6% | -2.9% | -2.7% | -4.9% |
| 30D | +12.7% | +3.0% | +9.8% | +12.0% |
| 3M | +42.5% | +98.7% | -56.2% | +12.7% |
| 6M | -9.0% | +46.4% | -55.4% | -21.4% |
| All | -9.0% | +44.6% | -53.6% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling