+699.5%
CHCI vs SPY
+307.0%
+392.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -9.7% | +2.6% | -12.3% | -10.8% |
| 30D | -7.7% | -2.0% | -5.7% | -6.8% |
| 3M | -4.3% | -2.8% | -1.5% | -3.1% |
| 6M | -5.1% | +2.1% | -7.3% | -6.0% |
| YTD | +39.0% | +11.5% | +27.5% | +32.2% |
| 1Y | +7.2% | +13.5% | -6.3% | +1.1% |
| 3Y | +269.6% | +77.7% | +191.9% | +184.7% |
| 5Y | +224.3% | +72.6% | +151.7% | +150.3% |
| All | +699.5% | +307.0% | +392.5% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling