+63.7%
CHCT vs SPY
+327.6%
-263.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +2.3% | +2.6% | -0.3% | +0.1% |
| 30D | +14.3% | -2.0% | +16.2% | +15.8% |
| 3M | +1.8% | -2.8% | +4.6% | +3.8% |
| 6M | -9.5% | +2.1% | -11.6% | -11.8% |
| YTD | -0.9% | +11.5% | -12.3% | -10.4% |
| 1Y | +11.8% | +13.5% | -1.7% | -0.6% |
| 3Y | -22.5% | +77.7% | -100.2% | -54.7% |
| 5Y | -52.4% | +72.6% | -125.0% | -71.9% |
| 10Y | +36.7% | +308.2% | -271.4% | -59.3% |
| All | +63.7% | +327.6% | -263.9% | -52.6% |
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