+72.0%
STM vs CHYM
-24.0%
+96.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.9% | -0.9% |
| 7D | -1.1% | -2.9% | +1.9% | -0.7% |
| 30D | -7.8% | +3.0% | -10.8% | -8.2% |
| 3M | -28.2% | +98.7% | -126.9% | -34.7% |
| 6M | +52.0% | +46.4% | +5.5% | +41.3% |
| YTD | +96.4% | +29.8% | +66.6% | +83.5% |
| 1Y | +98.8% | +40.5% | +58.4% | +83.3% |
| All | +72.0% | -24.0% | +96.0% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling