-12.9%
CHYM vs S
+8.9%
-21.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.3% |
| 7D | +2.1% | -5.8% | +7.9% | +4.7% |
| 30D | +11.0% | -9.2% | +20.2% | +14.8% |
| 3M | +83.9% | +23.4% | +60.5% | +61.7% |
| 6M | +45.3% | +36.9% | +8.4% | +17.3% |
| YTD | +28.4% | +29.5% | -1.2% | +6.1% |
| 1Y | +32.2% | +5.4% | +26.8% | +21.1% |
| All | -12.9% | +8.9% | -21.8% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling