+377.9%
CHCI vs SPY
+77.0%
+300.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.3% | -4.9% |
| 7D | -5.1% | -0.8% | -4.3% | -4.8% |
| 30D | +35.2% | -1.1% | +36.2% | +35.9% |
| 3M | +23.9% | +3.9% | +20.0% | +21.8% |
| 6M | +73.0% | +13.6% | +59.4% | +62.8% |
| YTD | +72.7% | +12.7% | +60.0% | +63.3% |
| 1Y | +21.0% | +17.5% | +3.5% | +12.5% |
| 3Y | +377.9% | +76.9% | +301.0% | +345.0% |
| All | +377.9% | +77.0% | +300.9% | +345.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling