-11.1%
CHYM vs STLA
-46.7%
+35.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.5% |
| 7D | -2.3% | -2.9% | +0.6% | -1.6% |
| 30D | +4.4% | +0.9% | +3.5% | +4.1% |
| 3M | +91.3% | -21.6% | +112.9% | +102.0% |
| 6M | +44.0% | -21.6% | +65.6% | +52.2% |
| YTD | +31.1% | -50.4% | +81.5% | +52.3% |
| 1Y | +37.8% | -43.6% | +81.4% | +53.6% |
| All | -11.1% | -46.7% | +35.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling