-9.0%
CHYM vs VG
-12.1%
+3.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.7% | +1.7% | 0.0% | +1.6% |
| 30D | +30.2% | +16.0% | +14.2% | +29.9% |
| 3M | +85.9% | +9.7% | +76.2% | +85.0% |
| 6M | +49.9% | +29.6% | +20.3% | +43.9% |
| YTD | +34.1% | +112.0% | -77.9% | +22.7% |
| 1Y | +37.0% | +12.8% | +24.2% | +27.2% |
| All | -9.0% | -12.1% | +3.1% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling