-6.9%
CHYM vs SM
+51.4%
-58.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.4% | +7.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +12.0% | +20.3% | -8.3% | +15.3% |
| 3M | +102.4% | +22.9% | +79.5% | +110.2% |
| 6M | +52.7% | +47.8% | +4.8% | +60.1% |
| YTD | +37.3% | +107.5% | -70.2% | +44.0% |
| 1Y | +42.2% | +51.7% | -9.6% | +45.0% |
| All | -6.9% | +51.4% | -58.3% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling