+116.4%
HPE vs CHYM
+71.1%
+45.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.9% | -11.6% | -6.1% |
| 7D | -17.0% | +3.7% | -20.7% | -17.2% |
| 30D | -26.7% | +5.6% | -32.3% | -27.1% |
| 3M | -4.1% | +19.7% | -23.9% | -6.3% |
| 6M | +75.4% | +35.3% | +40.1% | +68.9% |
| YTD | +111.0% | +18.7% | +92.4% | +104.5% |
| 1Y | +116.4% | +67.8% | +48.6% | +86.9% |
| All | +116.4% | +71.1% | +45.4% | +86.9% |
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