-9.0%
CHYM vs STLD
+89.7%
-98.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.7% | +3.1% | -1.5% | +1.1% |
| 30D | +30.2% | -9.0% | +39.2% | +32.1% |
| 3M | +85.9% | -12.4% | +98.3% | +90.3% |
| 6M | +49.9% | +25.5% | +24.4% | +34.8% |
| YTD | +34.1% | +43.6% | -9.5% | +14.3% |
| 1Y | +37.0% | +87.2% | -50.2% | +10.2% |
| All | -9.0% | +89.7% | -98.7% | -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