+213.2%
HPE vs CHYM
-24.0%
+237.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.4% | -0.8% | -5.6% |
| 7D | +1.4% | -2.9% | +4.3% | +1.8% |
| 30D | +1.5% | +3.0% | -1.4% | +1.2% |
| 3M | +21.7% | +98.7% | -77.0% | +10.1% |
| 6M | +164.2% | +46.4% | +117.7% | +149.0% |
| YTD | +132.1% | +29.8% | +102.3% | +121.2% |
| 1Y | +130.6% | +40.5% | +90.2% | +114.0% |
| All | +213.2% | -24.0% | +237.2% | +204.3% |
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