-5.3%
META vs CHYM
-19.7%
+14.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.9% | -0.4% | +5.5% |
| 7D | +10.3% | +3.4% | +6.9% | +9.7% |
| 30D | +9.9% | +12.0% | -2.1% | +7.9% |
| 3M | +11.9% | +102.4% | -90.5% | -0.4% |
| 6M | +1.2% | +52.7% | -51.5% | -6.9% |
| YTD | -0.8% | +37.3% | -38.1% | -7.9% |
| 1Y | -14.3% | +42.2% | -56.5% | -21.9% |
| All | -5.3% | -19.7% | +14.3% | -8.5% |
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 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