-86.2%
CHCI vs SPY
+837.0%
-923.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | -9.7% | +2.6% | -12.3% | -11.9% |
| 30D | -7.7% | -2.0% | -5.7% | -6.1% |
| 3M | -4.3% | -2.8% | -1.5% | -2.0% |
| 6M | -5.1% | +2.1% | -7.3% | -7.2% |
| YTD | +39.0% | +11.5% | +27.5% | +25.4% |
| 1Y | +7.2% | +13.5% | -6.3% | -4.9% |
| 3Y | +269.6% | +77.7% | +191.9% | +112.4% |
| 5Y | +224.3% | +72.6% | +151.7% | +84.0% |
| 10Y | +773.0% | +308.2% | +464.8% | +77.8% |
| All | -86.2% | +837.0% | -923.2% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling