-6.9%
CHYM vs D
+23.5%
-30.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +6.1% |
| 7D | +3.4% | -0.4% | +3.9% | +3.2% |
| 30D | +12.0% | -2.1% | +14.1% | +11.0% |
| 3M | +102.4% | -0.7% | +103.1% | +101.5% |
| 6M | +52.7% | +5.6% | +47.1% | +55.2% |
| YTD | +37.3% | +14.6% | +22.7% | +43.5% |
| 1Y | +42.2% | +15.3% | +26.8% | +50.6% |
| All | -6.9% | +23.5% | -30.4% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling