+44.0%
CHYM vs VSH
+94.0%
-50.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | +0.7% |
| 7D | -2.3% | +4.8% | -7.0% | -2.4% |
| 30D | +4.4% | -0.7% | +5.1% | +4.3% |
| 3M | +91.3% | -43.1% | +134.4% | +103.1% |
| 6M | +44.0% | +91.8% | -47.8% | +5.4% |
| All | +44.0% | +94.0% | -50.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 6mo: compounded portfolio wealth divided by compounded VSH 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…
6mo analysis · Full analysis span regression · 6 months rolling