-12.0%
CHYM vs DAR
+112.0%
-123.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.8% | -5.2% |
| 7D | -2.9% | +0.9% | -3.9% | -3.0% |
| 30D | +3.0% | +6.4% | -3.5% | +1.8% |
| 3M | +98.7% | +13.2% | +85.5% | +94.1% |
| 6M | +46.4% | +26.2% | +20.3% | +40.1% |
| YTD | +29.8% | +84.4% | -54.6% | +14.9% |
| 1Y | +40.5% | +112.0% | -71.6% | +20.7% |
| All | -12.0% | +112.0% | -123.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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