-12.0%
CHYM vs STZ
-24.0%
+12.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.7% |
| 7D | -2.9% | -4.1% | +1.2% | -2.2% |
| 30D | +3.0% | -7.6% | +10.6% | +4.2% |
| 3M | +98.7% | -12.3% | +111.0% | +102.5% |
| 6M | +46.4% | -16.3% | +62.7% | +49.9% |
| YTD | +29.8% | -8.4% | +38.2% | +25.4% |
| 1Y | +40.5% | -10.8% | +51.3% | +36.8% |
| All | -12.0% | -24.0% | +12.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling