+37.0%
CHYM vs SWK
+37.3%
-0.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.7% | -0.4% | +2.1% | +2.0% |
| 30D | +30.2% | -5.7% | +36.0% | +33.7% |
| 3M | +85.9% | +24.1% | +61.8% | +63.9% |
| 6M | +49.9% | +24.7% | +25.2% | +31.6% |
| YTD | +34.1% | +33.9% | +0.2% | +11.3% |
| 1Y | +37.0% | +34.7% | +2.3% | +7.3% |
| All | +37.0% | +37.3% | -0.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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