-13.6%
VST vs CHYM
-21.5%
+7.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | +8.9% | +1.7% | +7.2% | +8.6% |
| 30D | +6.2% | +30.2% | -24.0% | +1.9% |
| 3M | -2.7% | +85.9% | -88.6% | -12.2% |
| 6M | -8.4% | +49.9% | -58.3% | -14.9% |
| YTD | -7.2% | +34.1% | -41.3% | -12.8% |
| 1Y | -20.9% | +37.0% | -57.9% | -26.8% |
| All | -13.6% | -21.5% | +7.9% | -16.1% |
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 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