-10.6%
IBM vs CHYM
-23.3%
+12.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | +3.6% | -2.3% | +5.8% | +3.9% |
| 30D | +3.1% | +4.4% | -1.3% | +2.4% |
| 3M | -10.8% | +91.3% | -102.2% | -20.1% |
| 6M | -0.8% | +44.0% | -44.8% | -7.6% |
| YTD | -16.2% | +31.1% | -47.3% | -22.1% |
| 1Y | -2.9% | +37.8% | -40.7% | -10.3% |
| All | -10.6% | -23.3% | +12.7% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling