+74.6%
STM vs CHYM
-23.3%
+97.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | -1.4% | -2.3% | +0.9% | -1.2% |
| 30D | -4.9% | +4.4% | -9.4% | -5.5% |
| 3M | -34.0% | +91.3% | -125.3% | -39.7% |
| 6M | +51.8% | +44.0% | +7.9% | +41.3% |
| YTD | +99.4% | +31.1% | +68.3% | +86.1% |
| 1Y | +99.1% | +37.8% | +61.2% | +83.3% |
| All | +74.6% | -23.3% | +97.8% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling