-12.0%
CHYM vs LTH
+51.4%
-63.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -2.9% | -3.7% | +0.8% | -1.5% |
| 30D | +3.0% | -5.3% | +8.3% | +5.0% |
| 3M | +98.7% | +24.2% | +74.5% | +78.2% |
| 6M | +46.4% | +54.8% | -8.4% | +18.7% |
| YTD | +29.8% | +56.1% | -26.3% | +4.8% |
| 1Y | +40.5% | +45.5% | -5.1% | +15.8% |
| All | -12.0% | +51.4% | -63.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling