-12.0%
CHYM vs SM
+52.2%
-64.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -6.0% | -5.4% |
| 7D | -2.9% | +2.1% | -5.1% | -2.5% |
| 30D | +3.0% | +18.1% | -15.2% | +5.7% |
| 3M | +98.7% | +17.0% | +81.7% | +105.4% |
| 6M | +46.4% | +55.4% | -9.0% | +53.7% |
| YTD | +29.8% | +108.6% | -78.8% | +36.3% |
| 1Y | +40.5% | +45.7% | -5.2% | +42.2% |
| All | -12.0% | +52.2% | -64.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling