-11.1%
CHYM vs SPYG
+32.6%
-43.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.2% |
| 7D | -2.3% | -0.9% | -1.4% | -0.9% |
| 30D | +4.4% | -1.5% | +5.9% | +6.9% |
| 3M | +91.3% | +3.7% | +87.6% | +79.7% |
| 6M | +44.0% | +16.4% | +27.6% | +11.0% |
| YTD | +31.1% | +13.3% | +17.8% | +6.4% |
| 1Y | +37.8% | +17.9% | +20.0% | +3.9% |
| All | -11.1% | +32.6% | -43.7% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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