-11.1%
CHYM vs LTH
+51.5%
-62.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | -4.0% | +1.8% | -0.7% |
| 30D | +4.4% | -5.3% | +9.7% | +6.5% |
| 3M | +91.3% | +19.0% | +72.3% | +74.6% |
| 6M | +44.0% | +55.8% | -11.8% | +16.3% |
| YTD | +31.1% | +56.1% | -25.0% | +5.9% |
| 1Y | +37.8% | +41.3% | -3.4% | +14.9% |
| All | -11.1% | +51.5% | -62.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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