+67.8%
CHYM vs DLTR
+45.2%
+22.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.6% | -3.7% | +2.5% |
| 7D | +3.7% | +15.6% | -11.9% | -1.5% |
| 30D | +5.6% | +29.9% | -24.3% | -3.9% |
| 3M | +19.7% | +12.5% | +7.3% | +14.5% |
| 6M | +35.3% | +56.3% | -21.0% | +12.2% |
| YTD | +18.7% | +19.5% | -0.8% | +5.8% |
| 1Y | +67.8% | +44.0% | +23.8% | +23.8% |
| All | +67.8% | +45.2% | +22.6% | +23.8% |
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