+96.5%
STM vs CHYM
+71.1%
+25.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.9% | -12.0% | -6.8% |
| 7D | -6.0% | +3.7% | -9.7% | -6.5% |
| 30D | -20.9% | +5.6% | -26.5% | -21.6% |
| 3M | -15.8% | +19.7% | -35.5% | -19.3% |
| 6M | -17.0% | +35.3% | -52.3% | -23.3% |
| YTD | +76.8% | +18.7% | +58.1% | +63.5% |
| 1Y | +96.5% | +67.8% | +28.7% | +68.7% |
| All | +96.5% | +71.1% | +25.4% | +68.7% |
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