+2,540.2%
CHH vs SPY
+1,703.2%
+837.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | -3.1% | -1.4% | -1.7% | -1.9% |
| 3M | -8.0% | +3.7% | -11.7% | -11.2% |
| 6M | +2.1% | +13.0% | -10.9% | -8.9% |
| YTD | +5.5% | +12.4% | -6.9% | -5.5% |
| 1Y | -11.6% | +18.5% | -30.2% | -24.6% |
| 3Y | -20.9% | +77.6% | -98.5% | -53.4% |
| 5Y | -12.6% | +81.7% | -94.2% | -49.7% |
| 10Y | +133.7% | +319.7% | -185.9% | -35.2% |
| All | +2,540.2% | +1,703.2% | +837.0% | +138.1% |
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