+43.7%
RTX vs CHYM
-24.9%
+68.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.8% |
| 7D | -3.1% | +2.1% | -5.1% | -3.2% |
| 30D | -10.6% | +11.0% | -21.6% | -10.9% |
| 3M | +11.6% | +83.9% | -72.2% | +9.1% |
| 6M | -4.5% | +45.3% | -49.9% | -6.1% |
| YTD | +9.6% | +28.4% | -18.8% | +8.2% |
| 1Y | +30.8% | +32.2% | -1.4% | +28.7% |
| All | +43.7% | -24.9% | +68.6% | +44.3% |
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