+18.4%
VZ vs CHYM
-22.0%
+40.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | +1.5% | +7.1% | -5.6% | +1.6% |
| 30D | +4.4% | +15.7% | -11.3% | +4.6% |
| 3M | -2.4% | +4.3% | -6.6% | -2.3% |
| 6M | +1.4% | +92.9% | -91.5% | +3.5% |
| YTD | +21.4% | +33.3% | -11.9% | +23.4% |
| 1Y | +20.3% | +74.8% | -54.6% | +21.9% |
| All | +18.4% | -22.0% | +40.4% | +20.3% |
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