-12.9%
CHYM vs STT
+104.9%
-117.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.4% |
| 7D | +2.1% | +2.2% | -0.1% | +0.6% |
| 30D | +11.0% | +3.9% | +7.1% | +7.9% |
| 3M | +83.9% | +19.2% | +64.7% | +57.5% |
| 6M | +45.3% | +60.4% | -15.0% | -4.8% |
| YTD | +28.4% | +51.5% | -23.1% | -12.1% |
| 1Y | +32.2% | +76.3% | -44.1% | -17.0% |
| All | -12.9% | +104.9% | -117.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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