+52.7%
CHYM vs STZ
-14.9%
+67.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.5% | +6.9% |
| 7D | +3.4% | -6.0% | +9.4% | +3.8% |
| 30D | +12.0% | -8.9% | +20.9% | +12.6% |
| 3M | +102.4% | -12.6% | +115.0% | +103.1% |
| 6M | +52.7% | -17.2% | +69.9% | +49.8% |
| All | +52.7% | -14.9% | +67.6% | +49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling