-12.0%
CHYM vs SIMO
+304.5%
-316.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.5% | -1.0% | -5.2% |
| 7D | -2.9% | +12.5% | -15.4% | -3.5% |
| 30D | +3.0% | +18.4% | -15.5% | +1.9% |
| 3M | +98.7% | +5.6% | +93.1% | +95.8% |
| 6M | +46.4% | +116.9% | -70.5% | +30.0% |
| YTD | +29.8% | +188.4% | -158.6% | +2.4% |
| 1Y | +40.5% | +221.3% | -180.8% | +8.2% |
| All | -12.0% | +304.5% | -316.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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