+24.3%
XLP vs CHYM
+71.1%
-46.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.6% | +3.4% |
| 7D | +5.9% | +3.7% | +2.2% | +5.9% |
| 30D | +13.5% | +5.6% | +7.9% | +13.5% |
| 3M | +8.4% | +19.7% | -11.3% | +9.0% |
| 6M | +11.5% | +35.3% | -23.7% | +12.8% |
| YTD | +20.6% | +18.7% | +2.0% | +21.5% |
| 1Y | +24.3% | +67.8% | -43.5% | +23.5% |
| All | +24.3% | +71.1% | -46.8% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling