+0.7%
V vs CHYM
-23.3%
+24.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -1.2% | -2.3% | +1.0% | -1.1% |
| 30D | +3.1% | +4.4% | -1.4% | +2.7% |
| 3M | +16.3% | +91.3% | -75.0% | +10.3% |
| 6M | +20.4% | +44.0% | -23.6% | +16.2% |
| YTD | +6.3% | +31.1% | -24.8% | +2.9% |
| 1Y | +8.7% | +37.8% | -29.1% | +4.9% |
| All | +0.7% | -23.3% | +24.0% | +0.4% |
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