-12.0%
CHYM vs DKS
-25.1%
+13.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.3% | -5.4% |
| 7D | -2.9% | -4.7% | +1.8% | -2.0% |
| 30D | +3.0% | -35.1% | +38.0% | +11.4% |
| 3M | +98.7% | -37.7% | +136.4% | +116.7% |
| 6M | +46.4% | -30.7% | +77.2% | +53.4% |
| YTD | +29.8% | -31.9% | +61.7% | +35.9% |
| 1Y | +40.5% | -40.0% | +80.5% | +53.5% |
| All | -12.0% | -25.1% | +13.1% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling