-12.0%
CHYM vs S
+11.0%
-23.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.3% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +3.0% | -11.8% | +14.8% | +8.0% |
| 3M | +98.7% | +33.9% | +64.8% | +67.9% |
| 6M | +46.4% | +40.1% | +6.3% | +16.8% |
| YTD | +29.8% | +32.1% | -2.3% | +6.3% |
| 1Y | +40.5% | +11.0% | +29.4% | +25.3% |
| All | -12.0% | +11.0% | -23.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling