-11.1%
CHYM vs SYY
+15.6%
-26.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -2.3% | +3.9% | -6.2% | -2.5% |
| 30D | +4.4% | -1.7% | +6.2% | +4.5% |
| 3M | +91.3% | +5.2% | +86.1% | +90.6% |
| 6M | +44.0% | -0.2% | +44.2% | +42.0% |
| YTD | +31.1% | +15.4% | +15.7% | +26.5% |
| 1Y | +37.8% | +5.6% | +32.3% | +33.1% |
| All | -11.1% | +15.6% | -26.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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