+18.0%
XLB vs CHYM
-23.3%
+41.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.8% | -2.3% | -0.6% | -2.7% |
| 30D | -3.1% | +4.4% | -7.5% | -3.3% |
| 3M | -0.2% | +91.3% | -91.5% | -4.1% |
| 6M | +3.1% | +44.0% | -40.9% | +0.3% |
| YTD | +13.3% | +31.1% | -17.8% | +10.5% |
| 1Y | +12.0% | +37.8% | -25.8% | +7.7% |
| All | +18.0% | -23.3% | +41.2% | +13.1% |
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