+55.3%
ON vs CHYM
+42.5%
+12.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.4% |
| 7D | +2.4% | -2.3% | +4.6% | +2.5% |
| 30D | -8.6% | +4.4% | -13.0% | -8.9% |
| 3M | -34.3% | +91.3% | -125.6% | -38.6% |
| 6M | +28.5% | +44.0% | -15.5% | +23.4% |
| YTD | +40.6% | +31.1% | +9.5% | +36.7% |
| 1Y | +55.3% | +37.8% | +17.5% | +53.6% |
| All | +55.3% | +42.5% | +12.8% | +53.6% |
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