+76.1%
STM vs CHYM
-24.9%
+101.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | 0.0% |
| 7D | +5.2% | +2.1% | +3.1% | +4.9% |
| 30D | -7.4% | +11.0% | -18.4% | -8.6% |
| 3M | -30.6% | +83.9% | -114.5% | -36.4% |
| 6M | +66.4% | +45.3% | +21.0% | +54.9% |
| YTD | +101.1% | +28.4% | +72.8% | +88.3% |
| 1Y | +97.4% | +32.2% | +65.2% | +82.2% |
| All | +76.1% | -24.9% | +101.0% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling