+4.8%
PM vs CHYM
-24.9%
+29.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.1% |
| 7D | -1.3% | +2.1% | -3.3% | -1.2% |
| 30D | -2.6% | +11.0% | -13.6% | -2.2% |
| 3M | +5.8% | +83.9% | -78.1% | +8.1% |
| 6M | +10.6% | +45.3% | -34.8% | +12.2% |
| YTD | +17.2% | +28.4% | -11.2% | +19.1% |
| 1Y | +17.6% | +32.2% | -14.6% | +19.0% |
| All | +4.8% | -24.9% | +29.6% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling