+282.6%
CHCI vs SPY
+81.0%
+201.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +37.5% | -1.4% | +38.9% | +38.5% |
| 3M | +32.8% | +3.7% | +29.1% | +30.7% |
| 6M | +79.0% | +13.0% | +66.0% | +69.5% |
| YTD | +77.8% | +12.4% | +65.4% | +68.8% |
| 1Y | +26.2% | +18.5% | +7.7% | +17.2% |
| 3Y | +387.3% | +77.6% | +309.6% | +283.7% |
| 5Y | +282.6% | +81.7% | +200.9% | +196.5% |
| All | +282.6% | +81.0% | +201.6% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling