-85.6%
SMR vs CHYM
+71.1%
-156.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -7.5% |
| 7D | -9.5% | +3.7% | -13.2% | -11.5% |
| 30D | -33.2% | +5.6% | -38.8% | -35.4% |
| 3M | -45.9% | +19.7% | -65.7% | -54.1% |
| 6M | -57.9% | +35.3% | -93.2% | -67.5% |
| YTD | -63.8% | +18.7% | -82.5% | -70.2% |
| 1Y | -85.6% | +67.8% | -153.4% | -90.8% |
| All | -85.6% | +71.1% | -156.7% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling