-11.1%
CHYM vs SM
+51.9%
-62.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.3% | +4.6% | -6.8% | -1.5% |
| 30D | +4.4% | +18.2% | -13.8% | +7.2% |
| 3M | +91.3% | +22.5% | +68.8% | +98.6% |
| 6M | +44.0% | +50.6% | -6.6% | +51.1% |
| YTD | +31.1% | +108.1% | -77.0% | +37.6% |
| 1Y | +37.8% | +46.0% | -8.2% | +39.7% |
| All | -11.1% | +51.9% | -62.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling