-22.7%
CHCT vs SPY
+79.4%
-102.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +3.4% | -0.9% | +4.4% | +3.7% |
| 30D | +10.9% | -2.4% | +13.3% | +11.8% |
| 3M | +1.9% | -1.2% | +3.0% | +2.2% |
| 6M | -8.9% | +3.3% | -12.2% | -10.5% |
| YTD | -1.1% | +12.3% | -13.4% | -6.5% |
| 1Y | +10.0% | +12.4% | -2.4% | +3.9% |
| All | -22.7% | +79.4% | -102.0% | -51.4% |
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