+9.0%
MSFT vs CHYM
+71.1%
-62.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.9% | +0.8% | +5.6% |
| 7D | +4.7% | +3.7% | +1.0% | +3.9% |
| 30D | +5.8% | +5.6% | +0.2% | +4.7% |
| 3M | +13.0% | +19.7% | -6.7% | +8.0% |
| 6M | +34.9% | +35.3% | -0.4% | +24.4% |
| YTD | +15.7% | +18.7% | -3.0% | +7.0% |
| 1Y | +9.0% | +67.8% | -58.9% | -0.9% |
| All | +9.0% | +71.1% | -62.1% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling