-11.0%
CHYM vs VG
-19.0%
+8.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.2% |
| 7D | +9.4% | +15.1% | -5.7% | +9.3% |
| 30D | +10.5% | -4.2% | +14.7% | +10.5% |
| 3M | +4.5% | -3.1% | +7.6% | +4.5% |
| 6M | +82.5% | +0.3% | +82.2% | +81.6% |
| YTD | +31.2% | +95.5% | -64.2% | +20.2% |
| 1Y | +63.5% | +64.4% | -0.9% | +51.3% |
| All | -11.0% | -19.0% | +8.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling