-6.9%
CHYM vs DD
+51.4%
-58.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.6% | +9.5% | +8.0% |
| 7D | +3.4% | -3.8% | +7.2% | +5.0% |
| 30D | +12.0% | -9.2% | +21.2% | +16.6% |
| 3M | +102.4% | -9.0% | +111.4% | +109.5% |
| 6M | +52.7% | -5.0% | +57.6% | +53.9% |
| YTD | +37.3% | +7.4% | +29.9% | +24.4% |
| 1Y | +42.2% | +35.1% | +7.1% | +13.3% |
| All | -6.9% | +51.4% | -58.3% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling