+33.2%
HWM vs CHYM
-24.0%
+57.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.8% |
| 7D | -12.5% | -2.9% | -9.6% | -12.4% |
| 30D | -19.0% | +3.0% | -22.0% | -19.1% |
| 3M | -8.6% | +98.7% | -107.3% | -11.1% |
| 6M | -10.2% | +46.4% | -56.6% | -11.9% |
| YTD | +11.3% | +29.8% | -18.5% | +9.8% |
| 1Y | +24.3% | +40.5% | -16.2% | +20.7% |
| All | +33.2% | -24.0% | +57.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling