-9.6%
CHYM vs STLD
+80.2%
-89.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.2% |
| 7D | +7.1% | +2.9% | +4.2% | +6.5% |
| 30D | +15.7% | -5.6% | +21.2% | +16.7% |
| 3M | +4.3% | -11.7% | +16.0% | +6.1% |
| 6M | +92.9% | -2.8% | +95.7% | +88.1% |
| YTD | +33.3% | +36.4% | -3.2% | +14.3% |
| 1Y | +74.8% | +50.0% | +24.8% | +44.5% |
| All | -9.6% | +80.2% | -89.8% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling