-5.9%
T vs CHYM
-19.7%
+13.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.9% | -8.7% | -1.6% |
| 7D | -3.1% | +3.4% | -6.5% | -3.0% |
| 30D | +4.6% | +12.0% | -7.4% | +4.9% |
| 3M | +12.2% | +102.4% | -90.2% | +15.3% |
| 6M | -6.5% | +52.7% | -59.1% | -4.8% |
| YTD | +4.9% | +37.3% | -32.4% | +7.1% |
| 1Y | -10.5% | +42.2% | -52.7% | -8.6% |
| All | -5.9% | -19.7% | +13.7% | -2.5% |
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