+76.0%
U vs CHYM
-23.3%
+99.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.0% |
| 7D | +5.5% | -2.3% | +7.8% | +6.3% |
| 30D | -1.3% | +4.4% | -5.7% | -4.0% |
| 3M | +64.6% | +91.3% | -26.7% | +16.6% |
| 6M | +119.4% | +44.0% | +75.4% | +77.3% |
| YTD | -0.5% | +31.1% | -31.6% | -15.8% |
| 1Y | +1.3% | +37.8% | -36.6% | -18.3% |
| All | +76.0% | -23.3% | +99.2% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling