-6.9%
CHYM vs VSH
+106.5%
-113.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.2% | +6.9% |
| 7D | +3.4% | +3.5% | -0.1% | +3.0% |
| 30D | +12.0% | -4.4% | +16.4% | +12.3% |
| 3M | +102.4% | -45.8% | +148.2% | +119.8% |
| 6M | +52.7% | +90.1% | -37.5% | +23.7% |
| YTD | +37.3% | +120.3% | -83.1% | +4.5% |
| 1Y | +42.2% | +112.2% | -70.1% | +9.3% |
| All | -6.9% | +106.5% | -113.4% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling