-12.0%
CHYM vs SFM
-55.1%
+43.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.3% |
| 7D | -2.9% | -8.8% | +5.8% | -2.1% |
| 30D | +3.0% | -14.5% | +17.4% | +4.2% |
| 3M | +98.7% | -16.8% | +115.6% | +101.2% |
| 6M | +46.4% | -5.3% | +51.8% | +45.1% |
| YTD | +29.8% | -9.4% | +39.2% | +29.7% |
| 1Y | +40.5% | -46.2% | +86.6% | +52.9% |
| All | -12.0% | -55.1% | +43.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling