+37.0%
CHYM vs STZ
-10.2%
+47.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.7% | -1.9% | +3.6% | +2.0% |
| 30D | +30.2% | -1.9% | +32.1% | +30.5% |
| 3M | +85.9% | -6.2% | +92.1% | +87.3% |
| 6M | +49.9% | -14.0% | +63.9% | +53.0% |
| YTD | +34.1% | -5.1% | +39.2% | +23.3% |
| 1Y | +37.0% | -9.6% | +46.6% | +30.1% |
| All | +37.0% | -10.2% | +47.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling