+30.7%
VT vs CHYM
-21.5%
+52.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | +1.7% | -1.2% | +0.3% |
| 30D | +1.0% | +30.2% | -29.3% | -1.5% |
| 3M | +2.4% | +85.9% | -83.5% | -3.5% |
| 6M | +12.0% | +49.9% | -37.9% | +7.0% |
| YTD | +15.3% | +34.1% | -18.8% | +10.7% |
| 1Y | +22.6% | +37.0% | -14.4% | +16.8% |
| All | +30.7% | -21.5% | +52.2% | +26.5% |
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