+37.8%
CHYM vs STZ
-11.8%
+49.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -2.3% | -4.5% | +2.2% | -1.4% |
| 30D | +4.4% | -8.6% | +13.0% | +6.0% |
| 3M | +91.3% | -13.8% | +105.1% | +95.8% |
| 6M | +44.0% | -17.2% | +61.1% | +47.7% |
| YTD | +31.1% | -9.4% | +40.5% | +21.4% |
| 1Y | +37.8% | -11.9% | +49.7% | +31.0% |
| All | +37.8% | -11.8% | +49.7% | +31.0% |
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