-11.1%
CHYM vs SPY
+29.2%
-40.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | -0.9% |
| 7D | -2.3% | -0.8% | -1.5% | -0.5% |
| 30D | +4.4% | -1.1% | +5.5% | +7.1% |
| 3M | +91.3% | +3.9% | +87.4% | +74.7% |
| 6M | +44.0% | +13.6% | +30.4% | +6.1% |
| YTD | +31.1% | +12.7% | +18.4% | -0.9% |
| 1Y | +37.8% | +17.5% | +20.3% | -5.2% |
| All | -11.1% | +29.2% | -40.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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