+332.2%
TER vs CHYM
-24.0%
+356.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -2.6% |
| 7D | +9.4% | -2.9% | +12.3% | +9.8% |
| 30D | -2.4% | +3.0% | -5.4% | -3.0% |
| 3M | +6.5% | +98.7% | -92.2% | -7.5% |
| 6M | +23.2% | +46.4% | -23.3% | +12.5% |
| YTD | +91.5% | +29.8% | +61.7% | +76.5% |
| 1Y | +214.8% | +40.5% | +174.4% | +185.6% |
| All | +332.2% | -24.0% | +356.2% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling