+68.1%
MS vs CHYM
-19.7%
+87.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -1.3% |
| 7D | +1.7% | +3.4% | -1.7% | +1.2% |
| 30D | 0.0% | +12.0% | -12.0% | -1.5% |
| 3M | +3.0% | +102.4% | -99.4% | -7.7% |
| 6M | +35.7% | +52.7% | -17.0% | +26.5% |
| YTD | +23.3% | +37.3% | -14.0% | +15.6% |
| 1Y | +44.7% | +42.2% | +2.5% | +34.1% |
| All | +68.1% | -19.7% | +87.8% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling