+38.6%
LLY vs CHYM
-23.3%
+61.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -2.9% | -2.3% | -0.7% | -2.8% |
| 30D | -8.4% | +4.4% | -12.9% | -8.7% |
| 3M | -3.8% | +91.3% | -95.1% | -7.7% |
| 6M | +11.9% | +44.0% | -32.0% | +8.2% |
| YTD | +4.3% | +31.1% | -26.8% | +1.3% |
| 1Y | +48.5% | +37.8% | +10.6% | +44.0% |
| All | +38.6% | -23.3% | +61.8% | +38.2% |
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