-11.1%
CHYM vs DLTR
+25.8%
-36.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.3% | -10.1% | +7.8% | +1.4% |
| 30D | +4.4% | -8.1% | +12.5% | +7.3% |
| 3M | +91.3% | +2.9% | +88.4% | +87.9% |
| 6M | +44.0% | +4.3% | +39.6% | +39.0% |
| YTD | +31.1% | -3.9% | +35.0% | +28.0% |
| 1Y | +37.8% | +18.9% | +18.9% | +20.3% |
| All | -11.1% | +25.8% | -36.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling