-11.1%
CHYM vs S
+10.7%
-21.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | +4.4% | -11.4% | +15.9% | +9.3% |
| 3M | +91.3% | +33.8% | +57.5% | +61.7% |
| 6M | +44.0% | +39.5% | +4.5% | +15.1% |
| YTD | +31.1% | +31.7% | -0.6% | +7.5% |
| 1Y | +37.8% | +7.0% | +30.9% | +25.5% |
| All | -11.1% | +10.7% | -21.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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