+714.3%
CHT vs SPY
+1,078.4%
-364.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +2.3% | +0.5% | +1.7% | +2.0% |
| 30D | +4.0% | -0.9% | +5.0% | +4.5% |
| 3M | +4.4% | +3.9% | +0.6% | +2.3% |
| 6M | +7.1% | +14.5% | -7.4% | -0.1% |
| YTD | +10.2% | +12.9% | -2.7% | +3.4% |
| 1Y | +4.0% | +19.4% | -15.3% | -5.2% |
| 3Y | +37.4% | +78.5% | -41.0% | +0.5% |
| 5Y | +33.4% | +81.8% | -48.4% | -5.3% |
| 10Y | +81.9% | +311.5% | -229.6% | -25.0% |
| All | +714.3% | +1,078.4% | -364.0% | +62.9% |
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