+199.3%
CHY vs SPY
+322.5%
-123.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -1.6% |
| 30D | -6.4% | -1.1% | -5.3% | -5.6% |
| 3M | -0.1% | +3.9% | -4.0% | -3.2% |
| 6M | +13.9% | +13.6% | +0.3% | +2.5% |
| YTD | +17.4% | +12.7% | +4.7% | +6.4% |
| 1Y | +23.9% | +17.5% | +6.4% | +8.4% |
| 3Y | +47.0% | +76.9% | -29.9% | -10.7% |
| 5Y | +26.2% | +83.6% | -57.4% | -26.5% |
| All | +199.3% | +322.5% | -123.2% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling