-58.5%
INTU vs CHYM
-19.7%
-38.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.9% | -8.5% | -2.7% |
| 7D | -8.5% | +3.4% | -11.9% | -9.0% |
| 30D | -6.1% | +12.0% | -18.1% | -7.9% |
| 3M | +7.3% | +102.4% | -95.1% | -5.9% |
| 6M | -33.2% | +52.7% | -85.9% | -38.8% |
| YTD | -52.2% | +37.3% | -89.4% | -55.7% |
| 1Y | -52.7% | +42.2% | -94.9% | -56.5% |
| All | -58.5% | -19.7% | -38.9% | -60.5% |
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