-0.2%
LIN vs CHYM
-24.0%
+23.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | -1.1% |
| 7D | -4.3% | -2.9% | -1.4% | -4.3% |
| 30D | -5.6% | +3.0% | -8.5% | -5.6% |
| 3M | -9.0% | +98.7% | -107.8% | -9.1% |
| 6M | -2.5% | +46.4% | -48.9% | -2.3% |
| YTD | +9.3% | +29.8% | -20.5% | +9.8% |
| 1Y | -1.0% | +40.5% | -41.5% | -1.2% |
| All | -0.2% | -24.0% | +23.8% | -0.1% |
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