+52.7%
CHYM vs DG
-13.1%
+65.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.6% | +9.5% | +8.4% |
| 7D | +3.4% | -4.8% | +8.2% | +6.3% |
| 30D | +12.0% | +1.8% | +10.2% | +10.2% |
| 3M | +102.4% | +14.5% | +87.9% | +82.1% |
| 6M | +52.7% | -13.6% | +66.2% | +71.9% |
| All | +52.7% | -13.1% | +65.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 6mo: compounded portfolio wealth divided by compounded DG 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…
6mo analysis · Full analysis span regression · 6 months rolling