-6.9%
CHYM vs SPG
+35.9%
-42.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.4% | +9.4% | +7.7% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | +12.0% | -6.3% | +18.3% | +14.4% |
| 3M | +102.4% | -2.4% | +104.8% | +101.4% |
| 6M | +52.7% | +9.6% | +43.0% | +42.6% |
| YTD | +37.3% | +14.2% | +23.1% | +26.5% |
| 1Y | +42.2% | +19.3% | +22.9% | +27.1% |
| All | -6.9% | +35.9% | -42.8% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling