+642.2%
CHY vs SPY
+1,121.3%
-479.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.1% |
| 30D | -1.4% | -0.9% | -0.5% | -0.7% |
| 3M | +2.9% | +3.9% | -1.0% | +0.1% |
| 6M | +16.7% | +14.5% | +2.2% | +5.9% |
| YTD | +20.2% | +12.9% | +7.3% | +10.2% |
| 1Y | +28.7% | +19.4% | +9.3% | +13.3% |
| 3Y | +50.8% | +78.5% | -27.6% | -2.0% |
| 5Y | +29.4% | +81.8% | -52.3% | -17.6% |
| 10Y | +200.7% | +311.5% | -110.8% | +8.9% |
| All | +642.2% | +1,121.3% | -479.1% | +50.1% |
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