-11.1%
CHYM vs D
+22.1%
-33.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.5% |
| 7D | -2.3% | -2.2% | 0.0% | -3.3% |
| 30D | +4.4% | -4.5% | +8.9% | +2.3% |
| 3M | +91.3% | -2.5% | +93.8% | +88.9% |
| 6M | +44.0% | +5.5% | +38.4% | +46.1% |
| YTD | +31.1% | +13.3% | +17.8% | +36.3% |
| 1Y | +37.8% | +11.8% | +26.0% | +44.3% |
| All | -11.1% | +22.1% | -33.2% | -2.1% |
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