-15.6%
CHYM vs DOC
+27.3%
-42.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | +12.1% | +6.5% | +5.6% | +10.7% |
| 30D | +12.2% | +9.2% | +3.0% | +10.2% |
| 3M | +0.3% | -2.5% | +2.8% | +0.6% |
| 6M | +44.2% | +7.1% | +37.1% | +40.1% |
| YTD | +24.5% | +33.0% | -8.5% | +12.0% |
| 1Y | +73.2% | +23.3% | +49.9% | +58.9% |
| All | -15.6% | +27.3% | -42.8% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling