+67.8%
CHYM vs QS
-71.4%
+139.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.5% | -1.6% | +3.1% |
| 7D | +3.7% | +4.5% | -0.8% | +2.0% |
| 30D | +5.6% | -4.1% | +9.7% | +6.8% |
| 3M | +19.7% | -22.1% | +41.9% | +29.6% |
| 6M | +35.3% | -38.4% | +73.7% | +56.6% |
| YTD | +18.7% | -57.5% | +76.2% | +61.4% |
| 1Y | +67.8% | -71.3% | +139.1% | +197.9% |
| All | +67.8% | -71.4% | +139.2% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling