-11.1%
CHYM vs QS
+17.3%
-28.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -2.3% | -3.6% | +1.4% | -1.7% |
| 30D | +4.4% | -17.2% | +21.7% | +8.4% |
| 3M | +91.3% | -27.0% | +118.3% | +102.5% |
| 6M | +44.0% | -24.6% | +68.6% | +50.7% |
| YTD | +31.1% | -49.3% | +80.4% | +46.2% |
| 1Y | +37.8% | -40.3% | +78.2% | +48.7% |
| All | -11.1% | +17.3% | -28.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling