-9.0%
CHYM vs HST
+53.4%
-62.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | +30.2% | -12.3% | +42.5% | +34.8% |
| 3M | +85.9% | -6.4% | +92.3% | +85.5% |
| 6M | +49.9% | +15.0% | +34.9% | +31.8% |
| YTD | +34.1% | +30.5% | +3.6% | +13.8% |
| 1Y | +37.0% | +35.7% | +1.3% | +14.1% |
| All | -9.0% | +53.4% | -62.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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