-12.0%
CHYM vs VG
-5.5%
-6.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.5% |
| 7D | -2.9% | +7.0% | -10.0% | -3.0% |
| 30D | +3.0% | +17.2% | -14.3% | +2.7% |
| 3M | +98.7% | +16.8% | +81.9% | +97.6% |
| 6M | +46.4% | +36.3% | +10.1% | +41.0% |
| YTD | +29.8% | +127.9% | -98.1% | +18.6% |
| 1Y | +40.5% | +11.7% | +28.8% | +28.8% |
| All | -12.0% | -5.5% | -6.4% | -24.2% |
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