+17.7%
QCOM vs CHYM
-23.3%
+41.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.8% |
| 7D | +7.8% | -2.3% | +10.1% | +8.0% |
| 30D | +12.2% | +4.4% | +7.8% | +11.6% |
| 3M | -9.9% | +91.3% | -101.2% | -17.1% |
| 6M | +36.9% | +44.0% | -7.1% | +29.3% |
| YTD | +8.0% | +31.1% | -23.1% | +2.7% |
| 1Y | +15.0% | +37.8% | -22.8% | +7.1% |
| All | +17.7% | -23.3% | +41.0% | +10.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling