+37.0%
CHYM vs DLTR
+29.2%
+7.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.7% | +2.5% | -0.8% | +0.6% |
| 30D | +30.2% | +2.1% | +28.2% | +28.9% |
| 3M | +85.9% | +20.3% | +65.6% | +72.1% |
| 6M | +49.9% | +11.5% | +38.4% | +41.0% |
| YTD | +34.1% | +6.8% | +27.3% | +25.6% |
| 1Y | +37.0% | +31.1% | +5.9% | +7.0% |
| All | +37.0% | +29.2% | +7.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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