-1.6%
XLY vs CHYM
+63.9%
-65.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.9% | -4.0% |
| 7D | +1.2% | +4.5% | -3.3% | +0.6% |
| 30D | +5.3% | +9.2% | -3.9% | +4.1% |
| 3M | -0.6% | +16.4% | -17.1% | -3.2% |
| 6M | +0.1% | +45.2% | -45.1% | -6.4% |
| YTD | -0.9% | +19.9% | -20.8% | -6.0% |
| 1Y | -1.6% | +57.8% | -59.4% | -11.2% |
| All | -1.6% | +63.9% | -65.5% | -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 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