-8.5%
PATH vs CHYM
+52.3%
-60.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.5% |
| 7D | -5.3% | +12.1% | -17.4% | -9.5% |
| 30D | -0.5% | +12.2% | -12.7% | -5.0% |
| 3M | -7.1% | +0.3% | -7.4% | -8.2% |
| 6M | +23.8% | +44.2% | -20.4% | +2.1% |
| YTD | -20.7% | +24.5% | -45.2% | -30.5% |
| All | -8.5% | +52.3% | -60.8% | -31.8% |
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