-11.1%
CHYM vs DKS
-24.1%
+13.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -2.3% | -3.0% | +0.7% | -1.7% |
| 30D | +4.4% | -33.4% | +37.8% | +12.3% |
| 3M | +91.3% | -39.4% | +130.7% | +111.2% |
| 6M | +44.0% | -30.1% | +74.1% | +50.7% |
| YTD | +31.1% | -31.0% | +62.1% | +36.9% |
| 1Y | +37.8% | -40.2% | +78.0% | +51.5% |
| All | -11.1% | -24.1% | +13.0% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling