+7.8%
XLP vs CHYM
+38.9%
-31.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | -0.9% | +30.2% | -31.1% | -0.4% |
| 3M | +3.8% | +85.9% | -82.1% | +5.0% |
| 6M | -1.7% | +49.9% | -51.6% | -0.9% |
| YTD | +10.3% | +34.1% | -23.9% | +11.2% |
| 1Y | +7.8% | +37.0% | -29.2% | +7.7% |
| All | +7.8% | +38.9% | -31.1% | +7.7% |
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