-12.3%
CHYM vs VT
+25.9%
-38.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.9% |
| 7D | +15.4% | -0.1% | +15.5% | +15.0% |
| 30D | +8.2% | -3.1% | +11.2% | +14.1% |
| 3M | +5.5% | -3.5% | +9.0% | +12.2% |
| 6M | +76.6% | +0.5% | +76.1% | +72.5% |
| YTD | +29.3% | +10.8% | +18.5% | +1.3% |
| 1Y | +53.1% | +11.9% | +41.2% | +17.4% |
| All | -12.3% | +25.9% | -38.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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