+129.2%
HPE vs CHYM
+38.9%
+90.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.5% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | -2.3% | +30.2% | -32.5% | -6.0% |
| 3M | -2.9% | +85.9% | -88.8% | -11.7% |
| 6M | +143.6% | +49.9% | +93.7% | +128.3% |
| YTD | +118.5% | +34.1% | +84.4% | +107.3% |
| 1Y | +129.2% | +37.0% | +92.2% | +109.9% |
| All | +129.2% | +38.9% | +90.3% | +109.9% |
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