+52.7%
CHYM vs SM
+46.5%
+6.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.4% | +7.1% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +12.0% | +20.3% | -8.3% | +19.1% |
| 3M | +102.4% | +22.9% | +79.5% | +118.8% |
| 6M | +52.7% | +47.8% | +4.8% | +78.2% |
| All | +52.7% | +46.5% | +6.2% | +78.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling