-12.3%
CHYM vs VG
-26.7%
+14.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +15.4% | -7.7% | +23.1% | +15.4% |
| 30D | +8.2% | -8.8% | +17.0% | +8.2% |
| 3M | +5.5% | -15.6% | +21.1% | +5.6% |
| 6M | +76.6% | +5.2% | +71.4% | +75.2% |
| YTD | +29.3% | +76.9% | -47.6% | +18.5% |
| 1Y | +53.1% | +42.5% | +10.6% | +42.2% |
| All | -12.3% | -26.7% | +14.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling