+17.4%
XLP vs CHYM
-22.0%
+39.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.4% |
| 7D | +2.5% | +7.1% | -4.6% | +2.6% |
| 30D | +7.3% | +15.7% | -8.4% | +7.4% |
| 3M | +8.1% | +4.3% | +3.8% | +8.1% |
| 6M | +10.5% | +92.9% | -82.4% | +11.8% |
| YTD | +21.2% | +33.3% | -12.1% | +22.1% |
| 1Y | +22.7% | +74.8% | -52.1% | +23.4% |
| All | +17.4% | -22.0% | +39.3% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling