+37.0%
CHYM vs SRE
+4.7%
+32.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +30.2% | -0.7% | +31.0% | +30.2% |
| 3M | +85.9% | -6.3% | +92.2% | +84.3% |
| 6M | +49.9% | -10.7% | +60.6% | +48.3% |
| YTD | +34.1% | -3.5% | +37.6% | +31.6% |
| 1Y | +37.0% | +5.3% | +31.7% | +44.2% |
| All | +37.0% | +4.7% | +32.3% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling