+14.6%
XLF vs CHYM
+44.6%
-30.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.7% |
| 30D | -1.6% | +3.0% | -4.6% | -1.9% |
| 3M | +9.3% | +98.7% | -89.5% | +2.3% |
| 6M | +14.6% | +46.4% | -31.8% | +11.2% |
| All | +14.6% | +44.6% | -30.0% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling