-11.1%
CHYM vs SCHG
+25.7%
-36.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.6% |
| 7D | -2.3% | -1.0% | -1.2% | -0.3% |
| 30D | +4.4% | -1.3% | +5.7% | +7.0% |
| 3M | +91.3% | +5.4% | +85.9% | +72.1% |
| 6M | +44.0% | +14.4% | +29.6% | +11.0% |
| YTD | +31.1% | +8.0% | +23.1% | +14.1% |
| 1Y | +37.8% | +12.7% | +25.1% | +9.3% |
| All | -11.1% | +25.7% | -36.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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