-10.9%
CHYM vs STLD
+87.8%
-98.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.4% |
| 7D | +10.7% | -0.5% | +11.2% | +10.7% |
| 30D | +8.6% | -0.1% | +8.7% | +8.4% |
| 3M | +4.3% | -9.2% | +13.4% | +5.6% |
| 6M | +81.5% | +1.8% | +79.7% | +75.3% |
| YTD | +31.4% | +42.1% | -10.7% | +11.9% |
| 1Y | +62.2% | +58.5% | +3.7% | +32.5% |
| All | -10.9% | +87.8% | -98.6% | -28.4% |
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