-12.3%
CHYM vs DOC
+29.5%
-41.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.1% | +3.5% |
| 7D | +14.0% | +5.9% | +8.2% | +12.7% |
| 30D | +8.1% | +10.3% | -2.1% | +6.0% |
| 3M | +11.8% | -2.2% | +14.0% | +12.2% |
| 6M | +76.6% | +8.2% | +68.4% | +71.3% |
| YTD | +29.2% | +35.4% | -6.1% | +15.8% |
| 1Y | +59.9% | +23.6% | +36.3% | +46.9% |
| All | -12.3% | +29.5% | -41.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling