+40.4%
HPQ vs CHYM
-24.0%
+64.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.5% | +1.6% |
| 7D | +3.5% | -2.9% | +6.4% | +3.8% |
| 30D | +13.7% | +3.0% | +10.7% | +13.3% |
| 3M | +33.9% | +98.7% | -64.9% | +23.7% |
| 6M | +80.9% | +46.4% | +34.5% | +72.1% |
| YTD | +52.6% | +29.8% | +22.8% | +46.0% |
| 1Y | +21.2% | +40.5% | -19.2% | +13.2% |
| All | +40.4% | -24.0% | +64.5% | +30.5% |
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