+39.5%
LLY vs CHYM
-24.0%
+63.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.3% |
| 7D | -3.2% | -2.9% | -0.2% | -3.0% |
| 30D | -7.4% | +3.0% | -10.4% | -7.7% |
| 3M | -1.0% | +98.7% | -99.8% | -5.2% |
| 6M | +12.5% | +46.4% | -33.9% | +8.8% |
| YTD | +5.0% | +29.8% | -24.8% | +2.0% |
| 1Y | +49.8% | +40.5% | +9.3% | +45.0% |
| All | +39.5% | -24.0% | +63.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling