+37.0%
CHYM vs SHAK
-34.0%
+71.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | +30.2% | -6.6% | +36.9% | +32.5% |
| 3M | +85.9% | +30.1% | +55.8% | +66.3% |
| 6M | +49.9% | -28.7% | +78.7% | +66.9% |
| YTD | +34.1% | -14.5% | +48.6% | +42.4% |
| 1Y | +37.0% | -31.9% | +68.9% | +67.2% |
| All | +37.0% | -34.0% | +71.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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