+230.7%
HL vs CHYM
-23.3%
+253.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -4.4% | -2.3% | -2.1% | -4.0% |
| 30D | +9.3% | +4.4% | +4.9% | +8.7% |
| 3M | +32.0% | +91.3% | -59.3% | +18.0% |
| 6M | -6.4% | +44.0% | -50.4% | -13.4% |
| YTD | +3.1% | +31.1% | -28.0% | -4.7% |
| 1Y | +77.6% | +37.8% | +39.7% | +63.3% |
| All | +230.7% | -23.3% | +253.9% | +210.7% |
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