+37.0%
CHYM vs DKS
-32.3%
+69.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +1.7% | +3.0% | -1.3% | +1.3% |
| 30D | +30.2% | -30.5% | +60.8% | +37.2% |
| 3M | +85.9% | -35.7% | +121.6% | +99.8% |
| 6M | +49.9% | -29.7% | +79.6% | +56.2% |
| YTD | +34.1% | -28.9% | +63.0% | +38.7% |
| 1Y | +37.0% | -35.9% | +72.9% | +46.3% |
| All | +37.0% | -32.3% | +69.3% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling