-11.1%
CHYM vs DD
+50.3%
-61.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.3% | -3.5% | +1.2% | -0.9% |
| 30D | +4.4% | -11.7% | +16.1% | +10.0% |
| 3M | +91.3% | -9.2% | +100.5% | +98.2% |
| 6M | +44.0% | -7.2% | +51.2% | +47.0% |
| YTD | +31.1% | +6.6% | +24.5% | +19.1% |
| 1Y | +37.8% | +32.0% | +5.8% | +10.8% |
| All | -11.1% | +50.3% | -61.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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