+22.5%
HLT vs CHYM
-23.3%
+45.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.6% | -2.3% | +0.6% | -1.5% |
| 30D | -5.0% | +4.4% | -9.5% | -5.3% |
| 3M | -10.4% | +91.3% | -101.7% | -14.5% |
| 6M | +3.2% | +44.0% | -40.7% | 0.0% |
| YTD | +6.7% | +31.1% | -24.4% | +3.6% |
| 1Y | +10.3% | +37.8% | -27.6% | +5.3% |
| All | +22.5% | -23.3% | +45.8% | +17.3% |
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