-9.6%
CHYM vs SW
+3.6%
-13.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +7.1% | -2.9% | +10.0% | +7.8% |
| 30D | +15.7% | +5.0% | +10.7% | +14.3% |
| 3M | +4.3% | -13.7% | +17.9% | +7.9% |
| 6M | +92.9% | +8.0% | +84.9% | +85.2% |
| YTD | +33.3% | +14.0% | +19.3% | +22.3% |
| 1Y | +74.8% | +25.6% | +49.2% | +54.0% |
| All | -9.6% | +3.6% | -13.2% | -14.5% |
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