-11.1%
CHYM vs SU
+81.7%
-92.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | -2.3% | +2.2% | -4.5% | -1.4% |
| 30D | +4.4% | +8.4% | -4.0% | +7.9% |
| 3M | +91.3% | +12.1% | +79.2% | +101.2% |
| 6M | +44.0% | +19.7% | +24.3% | +53.7% |
| YTD | +31.1% | +58.4% | -27.3% | +44.7% |
| 1Y | +37.8% | +67.2% | -29.4% | +50.1% |
| All | -11.1% | +81.7% | -92.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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