-10.9%
CHYM vs SW
+6.6%
-17.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +10.7% | -2.6% | +13.3% | +11.4% |
| 30D | +8.6% | +7.2% | +1.4% | +6.8% |
| 3M | +4.3% | -10.5% | +14.7% | +7.0% |
| 6M | +81.5% | +9.9% | +71.6% | +73.6% |
| YTD | +31.4% | +17.2% | +14.2% | +19.8% |
| 1Y | +62.2% | +26.5% | +35.7% | +43.0% |
| All | -10.9% | +6.6% | -17.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling