+48.5%
CHYM vs STLD
+87.1%
-38.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.8% | +6.9% |
| 7D | +3.4% | -2.8% | +6.2% | +4.1% |
| 30D | +12.0% | -10.4% | +22.4% | +14.3% |
| 3M | +102.4% | -10.6% | +113.0% | +106.1% |
| 6M | +52.7% | +32.7% | +20.0% | +31.7% |
| YTD | +37.3% | +42.8% | -5.5% | +11.4% |
| All | +48.5% | +87.1% | -38.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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