+57.8%
CHYM vs SARO
-6.5%
+64.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +4.5% | +6.3% | -1.8% | +1.5% |
| 30D | +9.2% | +20.8% | -11.7% | -0.7% |
| 3M | +16.4% | -18.4% | +34.8% | +29.5% |
| 6M | +45.2% | +0.8% | +44.4% | +38.0% |
| YTD | +19.9% | -11.8% | +31.7% | +27.4% |
| 1Y | +57.8% | -7.3% | +65.1% | +60.4% |
| All | +57.8% | -6.5% | +64.4% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling