-53.1%
CHCT vs SPY
+74.6%
-127.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.4% |
| 7D | +3.4% | -0.9% | +4.4% | +3.8% |
| 30D | +10.9% | -2.4% | +13.3% | +12.1% |
| 3M | +1.9% | -1.2% | +3.0% | +2.3% |
| 6M | -8.9% | +3.3% | -12.2% | -10.9% |
| YTD | -1.1% | +12.3% | -13.4% | -7.5% |
| 1Y | +10.0% | +12.4% | -2.4% | +2.7% |
| 3Y | -23.9% | +78.8% | -102.7% | -46.2% |
| 5Y | -53.1% | +75.2% | -128.2% | -66.8% |
| All | -53.1% | +74.6% | -127.7% | -66.8% |
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