+2.5%
PATH vs CHYM
-24.3%
+26.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.5% |
| 7D | -2.7% | +14.0% | -16.7% | -7.1% |
| 30D | -3.7% | +8.1% | -11.9% | -6.4% |
| 3M | -13.8% | +11.8% | -25.5% | -17.5% |
| 6M | +20.3% | +76.6% | -56.3% | -4.3% |
| YTD | -20.8% | +29.2% | -50.0% | -30.9% |
| 1Y | -9.2% | +59.9% | -69.2% | -26.1% |
| All | +2.5% | -24.3% | +26.9% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling