+67.8%
CHYM vs SFM
-35.8%
+103.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.3% | +5.8% |
| 7D | +3.7% | -12.3% | +16.0% | +3.9% |
| 30D | +5.6% | -16.2% | +21.8% | +5.9% |
| 3M | +19.7% | -36.8% | +56.5% | +19.8% |
| 6M | +35.3% | -32.6% | +67.9% | +35.7% |
| YTD | +18.7% | -31.7% | +50.4% | +18.8% |
| 1Y | +67.8% | -35.0% | +102.8% | +67.5% |
| All | +67.8% | -35.8% | +103.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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