+54.8%
ON vs CHYM
+38.9%
+15.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +2.4% | +1.7% | +0.8% | +2.3% |
| 30D | -3.3% | +30.2% | -33.5% | -5.5% |
| 3M | -43.6% | +85.9% | -129.5% | -47.0% |
| 6M | +19.0% | +49.9% | -31.0% | +13.8% |
| YTD | +37.4% | +34.1% | +3.2% | +33.3% |
| 1Y | +54.8% | +37.0% | +17.8% | +51.3% |
| All | +54.8% | +38.9% | +15.9% | +51.3% |
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 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