+8.3%
PM vs CHYM
-23.3%
+31.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | +4.7% | -2.3% | +6.9% | +4.6% |
| 30D | +2.6% | +4.4% | -1.8% | +2.8% |
| 3M | +6.6% | +91.3% | -84.7% | +9.0% |
| 6M | +16.5% | +44.0% | -27.5% | +18.2% |
| YTD | +21.2% | +31.1% | -9.9% | +23.2% |
| 1Y | +17.9% | +37.8% | -19.9% | +19.4% |
| All | +8.3% | -23.3% | +31.6% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling