-6.9%
CHYM vs SPY
+28.9%
-35.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +8.0% |
| 7D | +3.4% | -0.4% | +3.8% | +4.2% |
| 30D | +12.0% | -1.4% | +13.4% | +15.6% |
| 3M | +102.4% | +3.7% | +98.7% | +85.5% |
| 6M | +52.7% | +13.0% | +39.7% | +13.9% |
| YTD | +37.3% | +12.4% | +24.9% | +4.3% |
| 1Y | +42.2% | +18.5% | +23.6% | -4.4% |
| All | -6.9% | +28.9% | -35.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling