+20.4%
XLI vs CHYM
-24.0%
+44.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.4% |
| 7D | -2.3% | -2.9% | +0.6% | -2.1% |
| 30D | -8.2% | +3.0% | -11.1% | -8.4% |
| 3M | +0.8% | +98.7% | -98.0% | -5.0% |
| 6M | +0.8% | +46.4% | -45.6% | -3.0% |
| YTD | +10.5% | +29.8% | -19.3% | +6.8% |
| 1Y | +14.1% | +40.5% | -26.3% | +9.1% |
| All | +20.4% | -24.0% | +44.5% | +17.2% |
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 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