-6.9%
CHYM vs SBAC
-14.9%
+8.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +8.0% | +7.0% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | +12.0% | +3.9% | +8.1% | +11.9% |
| 3M | +102.4% | -8.2% | +110.6% | +102.1% |
| 6M | +52.7% | -2.8% | +55.5% | +47.6% |
| YTD | +37.3% | -1.5% | +38.8% | +32.9% |
| 1Y | +42.2% | 0.0% | +42.2% | +38.0% |
| All | -6.9% | -14.9% | +8.0% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling