+57.3%
LLY vs CHYM
+71.1%
-13.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.2% |
| 7D | +10.1% | +3.7% | +6.4% | +9.8% |
| 30D | +24.0% | +5.6% | +18.5% | +23.5% |
| 3M | +27.3% | +19.7% | +7.6% | +25.8% |
| 6M | +47.0% | +35.3% | +11.7% | +43.3% |
| YTD | +32.6% | +18.7% | +13.9% | +29.0% |
| 1Y | +57.3% | +67.8% | -10.5% | +57.9% |
| All | +57.3% | +71.1% | -13.7% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling