-11.1%
CHYM vs VFC
+8.0%
-19.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.3% | -0.6% |
| 7D | -2.3% | -1.4% | -0.9% | -1.8% |
| 30D | +4.4% | -9.0% | +13.4% | +8.1% |
| 3M | +91.3% | -24.2% | +115.5% | +109.4% |
| 6M | +44.0% | -18.5% | +62.5% | +52.8% |
| YTD | +31.1% | -25.9% | +57.0% | +44.3% |
| 1Y | +37.8% | -13.0% | +50.8% | +40.4% |
| All | -11.1% | +8.0% | -19.0% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling