+123.1%
PSX vs CHYM
-19.7%
+142.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | +0.6% |
| 7D | +1.8% | +3.4% | -1.6% | +1.8% |
| 30D | +21.6% | +12.0% | +9.6% | +21.6% |
| 3M | +46.5% | +102.4% | -55.9% | +47.4% |
| 6M | +62.0% | +52.7% | +9.3% | +63.2% |
| YTD | +106.3% | +37.3% | +69.1% | +108.3% |
| 1Y | +103.0% | +42.2% | +60.8% | +102.9% |
| All | +123.1% | -19.7% | +142.8% | +119.7% |
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