-11.1%
CHYM vs SPG
+36.1%
-47.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.3% | -1.2% | -1.1% | -2.0% |
| 30D | +4.4% | -6.1% | +10.6% | +6.6% |
| 3M | +91.3% | -3.6% | +94.9% | +91.7% |
| 6M | +44.0% | +10.4% | +33.6% | +34.2% |
| YTD | +31.1% | +14.4% | +16.7% | +20.7% |
| 1Y | +37.8% | +16.5% | +21.3% | +24.8% |
| All | -11.1% | +36.1% | -47.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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