-11.0%
CHYM vs D
+28.1%
-39.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.4% |
| 7D | +9.4% | -3.1% | +12.5% | +8.3% |
| 30D | +10.5% | +8.4% | +2.1% | +14.2% |
| 3M | +4.5% | +0.2% | +4.3% | +4.2% |
| 6M | +82.5% | +9.5% | +73.0% | +87.4% |
| YTD | +31.2% | +18.8% | +12.4% | +38.8% |
| 1Y | +63.5% | +14.7% | +48.8% | +72.8% |
| All | -11.0% | +28.1% | -39.1% | -0.3% |
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 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