+37.0%
CHYM vs VFC
-6.8%
+43.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.6% |
| 7D | +1.7% | -1.6% | +3.3% | +2.3% |
| 30D | +30.2% | -11.6% | +41.9% | +36.2% |
| 3M | +85.9% | -18.1% | +104.0% | +96.7% |
| 6M | +49.9% | -27.4% | +77.3% | +67.6% |
| YTD | +34.1% | -24.8% | +58.9% | +47.2% |
| 1Y | +37.0% | -8.2% | +45.2% | +34.3% |
| All | +37.0% | -6.8% | +43.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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