+4.5%
MSFT vs CHYM
-23.3%
+27.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -0.8% | -2.3% | +1.4% | -0.6% |
| 30D | +0.8% | +4.4% | -3.6% | 0.0% |
| 3M | +27.2% | +91.3% | -64.1% | +14.7% |
| 6M | +22.9% | +44.0% | -21.1% | +14.1% |
| YTD | +3.1% | +31.1% | -28.0% | -3.9% |
| 1Y | -0.3% | +37.8% | -38.1% | -7.2% |
| All | +4.5% | -23.3% | +27.8% | +0.1% |
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