-82.0%
CHCI vs SPY
+854.2%
-936.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | +36.8% | +0.1% | +36.8% | +36.9% |
| 3M | +32.9% | +2.0% | +30.9% | +30.4% |
| 6M | +83.4% | +13.0% | +70.4% | +63.8% |
| YTD | +82.0% | +13.5% | +68.5% | +61.9% |
| 1Y | +16.9% | +20.0% | -3.1% | -1.2% |
| 3Y | +395.3% | +77.2% | +318.1% | +184.6% |
| 5Y | +271.7% | +81.9% | +189.8% | +100.9% |
| 10Y | +897.6% | +314.1% | +583.6% | +100.1% |
| All | -82.0% | +854.2% | -936.2% | -99.0% |
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 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