+35.4%
HWM vs CHYM
-24.9%
+60.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.3% | -6.4% | -10.5% |
| 7D | -9.2% | +2.1% | -11.2% | -9.2% |
| 30D | -17.9% | +11.0% | -28.9% | -18.2% |
| 3M | -6.0% | +83.9% | -89.9% | -8.3% |
| 6M | -7.4% | +45.3% | -52.7% | -9.1% |
| YTD | +13.1% | +28.4% | -15.3% | +11.6% |
| 1Y | +29.3% | +32.2% | -2.9% | +25.8% |
| All | +35.4% | -24.9% | +60.2% | +33.9% |
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 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