+37.0%
CHYM vs SGI
-17.2%
+54.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.7% | +8.5% | -6.9% | -2.3% |
| 30D | +30.2% | +0.7% | +29.6% | +28.8% |
| 3M | +85.9% | +0.6% | +85.3% | +82.7% |
| 6M | +49.9% | -17.9% | +67.9% | +63.6% |
| YTD | +34.1% | -21.2% | +55.3% | +49.8% |
| 1Y | +37.0% | -18.9% | +55.9% | +61.9% |
| All | +37.0% | -17.2% | +54.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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