-9.6%
CHYM vs D
+28.4%
-38.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.7% |
| 7D | +7.1% | -1.4% | +8.5% | +6.6% |
| 30D | +15.7% | +7.7% | +8.0% | +19.2% |
| 3M | +4.3% | -0.3% | +4.5% | +3.6% |
| 6M | +92.9% | +10.1% | +82.9% | +98.6% |
| YTD | +33.3% | +19.1% | +14.2% | +41.1% |
| 1Y | +74.8% | +15.9% | +58.9% | +84.7% |
| All | -9.6% | +28.4% | -38.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling