+1.3%
MAR vs CHYM
+44.6%
-43.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.3% |
| 7D | -2.1% | -2.9% | +0.8% | -1.9% |
| 30D | -5.7% | +3.0% | -8.6% | -5.9% |
| 3M | -14.6% | +98.7% | -113.3% | -21.5% |
| 6M | +1.3% | +46.4% | -45.1% | -1.5% |
| All | +1.3% | +44.6% | -43.3% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling