-6.9%
CHYM vs SUI
-3.5%
-3.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.4% | +8.3% | +7.0% |
| 7D | +3.4% | -4.3% | +7.7% | +3.6% |
| 30D | +12.0% | -2.1% | +14.1% | +12.1% |
| 3M | +102.4% | -6.1% | +108.5% | +102.6% |
| 6M | +52.7% | -12.8% | +65.4% | +54.8% |
| YTD | +37.3% | -4.6% | +41.9% | +39.0% |
| 1Y | +42.2% | -7.7% | +49.9% | +43.5% |
| All | -6.9% | -3.5% | -3.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling