-12.9%
CHYM vs STLD
+88.3%
-101.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | +2.1% | +2.7% | -0.6% | +1.5% |
| 30D | +11.0% | -8.4% | +19.5% | +12.6% |
| 3M | +83.9% | -9.9% | +93.8% | +86.2% |
| 6M | +45.3% | +33.0% | +12.3% | +28.9% |
| YTD | +28.4% | +42.6% | -14.2% | +9.6% |
| 1Y | +32.2% | +80.8% | -48.6% | +6.7% |
| All | -12.9% | +88.3% | -101.3% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling