+43.1%
NET vs CHYM
-29.8%
+73.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.0% | -9.3% | -8.5% |
| 7D | -21.2% | +4.5% | -25.7% | -22.1% |
| 30D | -31.1% | +9.2% | -40.3% | -32.6% |
| 3M | -16.5% | +16.4% | -33.0% | -20.3% |
| 6M | 0.0% | +45.2% | -45.1% | -11.0% |
| YTD | +24.0% | +19.9% | +4.1% | +13.1% |
| 1Y | +7.0% | +57.8% | -50.8% | -8.0% |
| All | +43.1% | -29.8% | +73.0% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling