-15.6%
CHYM vs SW
+6.8%
-22.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.8% | +4.0% |
| 7D | +12.1% | +2.3% | +9.8% | +11.5% |
| 30D | +12.2% | +6.8% | +5.4% | +10.4% |
| 3M | +0.3% | -5.2% | +5.5% | +1.3% |
| 6M | +44.2% | +7.4% | +36.8% | +38.9% |
| YTD | +24.5% | +17.4% | +7.1% | +13.4% |
| 1Y | +73.2% | +27.1% | +46.1% | +52.4% |
| All | -15.6% | +6.8% | -22.3% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling