-7.3%
HON vs CHYM
-24.0%
+16.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.1% |
| 7D | -2.6% | -2.9% | +0.3% | -2.5% |
| 30D | -11.9% | +3.0% | -14.8% | -12.0% |
| 3M | -6.1% | +98.7% | -104.8% | -10.4% |
| 6M | -19.2% | +46.4% | -65.6% | -21.8% |
| YTD | +0.2% | +29.8% | -29.6% | -2.7% |
| 1Y | -1.5% | +40.5% | -41.9% | -5.3% |
| All | -7.3% | -24.0% | +16.8% | -9.6% |
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