+37.0%
CHYM vs SW
+1.0%
+36.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | 0.0% |
| 7D | +1.7% | -5.1% | +6.8% | +3.2% |
| 30D | +30.2% | -4.6% | +34.8% | +31.7% |
| 3M | +85.9% | +9.4% | +76.5% | +78.7% |
| 6M | +49.9% | +3.5% | +46.4% | +45.9% |
| YTD | +34.1% | +22.0% | +12.1% | +18.5% |
| 1Y | +37.0% | +2.2% | +34.8% | +21.3% |
| All | +37.0% | +1.0% | +36.0% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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