-12.0%
CHYM vs QS
+15.1%
-27.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.7% | -5.3% |
| 7D | -2.9% | -5.0% | +2.0% | -2.0% |
| 30D | +3.0% | -18.3% | +21.3% | +7.2% |
| 3M | +98.7% | -26.0% | +124.7% | +109.8% |
| 6M | +46.4% | -24.0% | +70.5% | +53.2% |
| YTD | +29.8% | -50.3% | +80.1% | +45.4% |
| 1Y | +40.5% | -38.0% | +78.4% | +50.7% |
| All | -12.0% | +15.1% | -27.1% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling