+37.0%
CHYM vs SBAC
-3.2%
+40.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.7% |
| 30D | +30.2% | +6.9% | +23.3% | +30.0% |
| 3M | +85.9% | -8.2% | +94.1% | +85.7% |
| 6M | +49.9% | -1.6% | +51.6% | +43.0% |
| YTD | +34.1% | -0.1% | +34.2% | +28.5% |
| 1Y | +37.0% | -0.5% | +37.5% | +32.3% |
| All | +37.0% | -3.2% | +40.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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